Yamada Corp Spline 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, June 15th, 2026
1 Day
6,052.80
decreased by 476.28
1 Week
4,664.87
decreased by 1,864.21
1 Month
4,332.67
decreased by 2,196.41
Analysis last updated: Saturday, June 13, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5302 | 0.38 | |
| 0.1156 | 0.10 | |
| 0.8844 | 0.78 | |
| -0.1156 | -0.55 | |
| 0.1664 | 0.58 | |
| -0.0810 | -0.64 |
Estimation Period:
Oct 1, 1992 to Jun 12, 2026
Oct 1, 1992 to Jun 12, 2026
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