E-Seikatsu Co Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, March 31st, 2026
1 Day
7,341.87
increased by 4,751.11
1 Week
3,469.35
increased by 878.59
1 Month
4,016.91
increased by 1,426.15
Analysis last updated: Tuesday, March 31, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.00 | |
| 0.1397 | 22.95 | |
| 0.8341 | 315.23 | |
| 0.0525 | 6.10 |
Estimation Period:
Feb 21, 2006 to Mar 27, 2026
Feb 21, 2006 to Mar 27, 2026
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