Nippon Shindo 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 Wednesday, April 15th, 2026
1 Day
1,679.50
decreased by 93.24
1 Week
1,771.93
decreased by 0.81
1 Month
1,863.66
increased by 90.92
Analysis last updated: Wednesday, April 15, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.62 | |
| 0.0768 | 23.77 | |
| 0.8860 | 515.44 | |
| 0.0744 | 14.09 |
Estimation Period:
Oct 6, 1992 to Apr 10, 2026
Oct 6, 1992 to Apr 10, 2026
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