Tokyo Cosmos 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 Wednesday, April 1st, 2026
1 Day
5,590.41
increased by 1,467.71
1 Week
4,366.73
increased by 244.03
1 Month
3,369.63
decreased by 753.07
Analysis last updated: Wednesday, April 1, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.88 | |
| 0.0714 | 27.75 | |
| 0.8794 | 500.24 | |
| 0.0984 | 21.68 |
Estimation Period:
Oct 2, 1992 to Mar 27, 2026
Oct 2, 1992 to Mar 27, 2026
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