Tenryu SAW MFG Co 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, June 22nd, 2026
1 Day
3,099.43
increased by 898.25
1 Week
2,374.43
increased by 173.25
1 Month
1,940.47
decreased by 260.71
Analysis last updated: Sunday, June 21, 2026 at 02:34 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.03 | |
| 0.0388 | 14.10 | |
| 0.9530 | 588.25 | |
| 0.0165 | 3.26 |
Estimation Period:
Jan 20, 1995 to Jun 19, 2026
Jan 20, 1995 to Jun 19, 2026
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