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 Wednesday, May 20th, 2026
1 Day
579.60
decreased by 77.21
1 Week
544.30
decreased by 112.51
1 Month
420.31
decreased by 236.50
Analysis last updated: Wednesday, May 20, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.63 | |
| 0.0894 | 29.77 | |
| 0.8748 | 408.04 | |
| 0.0716 | 12.36 |
Estimation Period:
Jan 31, 1997 to May 15, 2026
Jan 31, 1997 to May 15, 2026
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