Takamisawa Cybernetics Co 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, July 6th, 2026
1 Day
5,719.40
increased by 1,571.59
1 Week
3,509.31
decreased by 638.50
1 Month
2,863.24
decreased by 1,284.57
Analysis last updated: Saturday, July 4, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.76 | |
| 0.0552 | 25.03 | |
| 0.9163 | 558.02 | |
| 0.0571 | 14.43 |
Estimation Period:
Nov 4, 1996 to Jul 3, 2026
Nov 4, 1996 to Jul 3, 2026
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