Daito Chemix Corp 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 Monday, May 25th, 2026
1 Day
591.61
decreased by 48.64
1 Week
599.70
decreased by 40.55
1 Month
633.17
decreased by 7.08
Analysis last updated: Saturday, May 23, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.96 | |
| 0.0757 | 18.43 | |
| 0.9041 | 458.92 | |
| 0.0403 | 7.39 |
Estimation Period:
Nov 4, 1996 to May 22, 2026
Nov 4, 1996 to May 22, 2026
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