Sasatoku Printing 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 Wednesday, April 1st, 2026
1 Day
11,168.79
increased by 7,334.03
1 Week
5,791.02
increased by 1,956.26
1 Month
3,611.20
decreased by 223.56
Analysis last updated: Wednesday, April 1, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.96 | |
| 0.1044 | 12.00 | |
| 0.7987 | 140.52 | |
| 0.1938 | 7.16 |
Estimation Period:
Sep 22, 2023 to Mar 27, 2026
Sep 22, 2023 to Mar 27, 2026
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