Nippon Shindo Co Ltd Spline 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
1,848.62
decreased by 20.32
1 Week
1,909.23
increased by 40.29
1 Month
2,034.29
increased by 165.35
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 | |
|---|---|---|
| 0.9003 | 0.65 | |
| 0.1528 | 0.02 | |
| 0.8472 | 0.10 | |
| -0.2154 | -0.01 | |
| -0.0056 | 0.00 | |
| 0.5419 | 0.08 | |
| -0.5883 | -0.19 | |
| 0.4806 | 0.64 | |
| -0.3605 | -1.01 |
Estimation Period:
Oct 6, 1992 to Apr 10, 2026
Oct 6, 1992 to Apr 10, 2026
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