Yokota Manufacturing 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 Wednesday, July 1st, 2026
1 Day
6,234.78
increased by 1,670.66
1 Week
4,606.03
increased by 41.91
1 Month
4,571.33
increased by 7.21
Analysis last updated: Wednesday, July 1, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.37 | |
| 0.0630 | 16.91 | |
| 0.9237 | 395.95 | |
| 0.0265 | 3.23 |
Estimation Period:
Jun 13, 2013 to Jun 26, 2026
Jun 13, 2013 to Jun 26, 2026
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