Tohoku Steel 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
1,670.94
decreased by 108.76
1 Week
1,923.71
increased by 144.01
1 Month
3,149.74
increased by 1,370.04
Analysis last updated: Saturday, July 4, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.40 | |
| 0.0520 | 21.76 | |
| 0.9287 | 582.61 | |
| 0.0385 | 10.57 |
Estimation Period:
Jan 20, 1995 to Jul 3, 2026
Jan 20, 1995 to Jul 3, 2026
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