Akasaka Diesels 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 Tuesday, June 2nd, 2026
1 Day
7,061.46
increased by 2,180.44
1 Week
5,242.54
increased by 361.52
1 Month
4,210.21
decreased by 670.81
Analysis last updated: Tuesday, June 2, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.32 | |
| 0.0735 | 26.48 | |
| 0.9050 | 526.80 | |
| 0.0430 | 8.50 |
Estimation Period:
Oct 2, 1992 to May 29, 2026
Oct 2, 1992 to May 29, 2026
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