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, June 15th, 2026
1 Day
463.84
decreased by 20.79
1 Week
474.07
decreased by 10.56
1 Month
519.89
increased by 35.26
Analysis last updated: Saturday, June 13, 2026 at 11:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.98 | |
| 0.0758 | 18.43 | |
| 0.9039 | 457.93 | |
| 0.0405 | 7.41 |
Estimation Period:
Nov 4, 1996 to Jun 12, 2026
Nov 4, 1996 to Jun 12, 2026
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