Shinpo 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 Friday, May 1st, 2026
1 Day
4,311.68
increased by 1,619.05
1 Week
3,277.86
increased by 585.23
1 Month
3,413.54
increased by 720.91
Analysis last updated: Saturday, May 2, 2026 at 01:49 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.58 | |
| 0.0591 | 23.01 | |
| 0.9184 | 553.27 | |
| 0.0450 | 9.71 |
Estimation Period:
Feb 3, 1997 to Apr 28, 2026
Feb 3, 1997 to Apr 28, 2026
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