Sanso Electric Co 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 Monday, June 1st, 2026
1 Day
2,603.01
decreased by 60.83
1 Week
2,822.38
increased by 158.54
1 Month
3,488.40
increased by 824.56
Analysis last updated: Sunday, May 31, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.47 | |
| 0.0495 | 18.10 | |
| 0.9366 | 596.93 | |
| 0.0278 | 5.83 |
Estimation Period:
Sep 22, 1995 to May 29, 2026
Sep 22, 1995 to May 29, 2026
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