Jorudan Co Ltd Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, May 25th, 2026
1 Day
7,799.59
decreased by 1,048.74
1 Week
6,990.14
decreased by 1,858.19
1 Month
5,324.58
decreased by 3,523.75
Analysis last updated: Saturday, May 23, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7207 | 4.22 | |
| 0.1586 | 0.05 | |
| 0.8414 | 0.27 | |
| -0.1840 | -0.35 | |
| 0.1556 | 0.17 | |
| 0.1463 | 0.16 |
Estimation Period:
Apr 21, 2003 to May 22, 2026
Apr 21, 2003 to May 22, 2026
Other Jorudan Co Ltd Analyses
Other Spline ILLIQ Analyses on International Equities