Toyo Asano Foundation Co Ltd 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, July 6th, 2026
1 Day
6,670.52
increased by 2,390.33
1 Week
4,547.17
increased by 266.98
1 Month
4,684.17
increased by 403.98
Analysis last updated: Saturday, July 4, 2026 at 10:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.53 | |
| 0.0508 | 17.91 | |
| 0.9223 | 439.19 | |
| 0.0538 | 13.00 |
Estimation Period:
Oct 1, 1992 to Jul 3, 2026
Oct 1, 1992 to Jul 3, 2026
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