Japan Reliance Service 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 Tuesday, June 23rd, 2026
1 Day
1,829.45
decreased by 13.57
1 Week
1,907.81
increased by 64.79
1 Month
1,180.05
decreased by 662.97
Analysis last updated: Tuesday, June 23, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.67 | |
| 0.0891 | 29.79 | |
| 0.8747 | 409.12 | |
| 0.0725 | 12.49 |
Estimation Period:
Jan 31, 1997 to Jun 19, 2026
Jan 31, 1997 to Jun 19, 2026
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