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 Thursday, June 25th, 2026
1 Day
4,631.60
decreased by 628.05
1 Week
6,005.25
increased by 745.60
1 Month
3,791.68
decreased by 1,467.97
Analysis last updated: Thursday, June 25, 2026 at 07:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.04 | |
| 0.1418 | 23.33 | |
| 0.8328 | 317.03 | |
| 0.0508 | 5.87 |
Estimation Period:
Feb 21, 2006 to Jun 19, 2026
Feb 21, 2006 to Jun 19, 2026
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