Ohmura Shigyo 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, April 30th, 2026
1 Day
4,009.59
decreased by 217.68
1 Week
4,177.26
decreased by 50.01
1 Month
4,240.19
increased by 12.92
Analysis last updated: Wednesday, April 29, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.50 | |
| 0.0659 | 23.51 | |
| 0.9275 | 603.45 | |
| 0.0133 | 2.78 |
Estimation Period:
Mar 28, 1995 to Apr 28, 2026
Mar 28, 1995 to Apr 28, 2026
Other Ohmura Shigyo Co Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities