Taihei Machinery Works 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, April 3rd, 2026
1 Day
4,842.31
increased by 1,273.96
1 Week
3,754.38
increased by 186.03
1 Month
3,189.50
decreased by 378.85
Analysis last updated: Friday, April 3, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.11 | |
| 0.0676 | 21.00 | |
| 0.9018 | 599.62 | |
| 0.0611 | 10.83 |
Estimation Period:
Jan 26, 1999 to Mar 27, 2026
Jan 26, 1999 to Mar 27, 2026
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