Yamada Corp 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, June 12th, 2026
1 Day
6,903.11
increased by 3,004.37
1 Week
4,658.18
increased by 759.44
1 Month
4,573.15
increased by 674.41
Analysis last updated: Friday, June 12, 2026 at 09:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.01 | |
| 0.0606 | 24.69 | |
| 0.9106 | 709.76 | |
| 0.0576 | 12.36 |
Estimation Period:
Oct 1, 1992 to Jun 5, 2026
Oct 1, 1992 to Jun 5, 2026
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