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 Monday, June 8th, 2026
1 Day
740.54
decreased by 18.79
1 Week
765.43
increased by 6.10
1 Month
679.88
decreased by 79.45
Analysis last updated: Saturday, June 6, 2026 at 10:57 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 | |
| 0.0889 | 29.74 | |
| 0.8749 | 409.40 | |
| 0.0725 | 12.51 |
Estimation Period:
Jan 31, 1997 to Jun 5, 2026
Jan 31, 1997 to Jun 5, 2026
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