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 Monday, April 13th, 2026
1 Day
5,022.10
decreased by 468.12
1 Week
5,654.82
increased by 164.60
1 Month
4,442.70
decreased by 1,047.52
Analysis last updated: Saturday, April 11, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.33 | |
| 0.0741 | 26.51 | |
| 0.9049 | 525.20 | |
| 0.0419 | 8.23 |
Estimation Period:
Oct 2, 1992 to Apr 10, 2026
Oct 2, 1992 to Apr 10, 2026
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