Nippon Shikizai Inc 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, April 1st, 2026
1 Day
4,287.46
decreased by 274.72
1 Week
4,854.95
increased by 292.77
1 Month
4,914.20
increased by 352.02
Analysis last updated: Wednesday, April 1, 2026 at 07:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.32 | |
| 0.0477 | 17.10 | |
| 0.9192 | 546.49 | |
| 0.0663 | 12.49 |
Estimation Period:
Aug 29, 1996 to Mar 27, 2026
Aug 29, 1996 to Mar 27, 2026
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