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, April 21st, 2026
1 Day
434.33
decreased by 38.85
1 Week
524.24
increased by 51.06
1 Month
741.73
increased by 268.55
Analysis last updated: Tuesday, April 21, 2026 at 07:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.61 | |
| 0.0889 | 29.68 | |
| 0.8753 | 410.17 | |
| 0.0716 | 12.40 |
Estimation Period:
Jan 31, 1997 to Apr 17, 2026
Jan 31, 1997 to Apr 17, 2026
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