Takamisawa Cybernetics Co 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, July 6th, 2026
1 Day
7,499.26
increased by 2,967.44
1 Week
4,238.37
decreased by 293.45
1 Month
3,295.06
decreased by 1,236.76
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 | |
|---|---|---|
| 0.8841 | 0.01 | |
| 0.0972 | 0.00 | |
| 0.9028 | 0.01 | |
| -0.0956 | 0.00 | |
| 0.1255 | 0.00 |
Estimation Period:
Nov 4, 1996 to Jul 3, 2026
Nov 4, 1996 to Jul 3, 2026
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