Tomita 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 Thursday, April 9th, 2026
1 Day
7,729.70
increased by 2,754.86
1 Week
6,019.85
increased by 1,045.01
1 Month
7,642.09
increased by 2,667.25
Analysis last updated: Thursday, April 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.49 | |
| 0.0749 | 19.52 | |
| 0.9068 | 434.91 | |
| 0.0367 | 6.68 |
Estimation Period:
Jan 4, 1996 to Apr 3, 2026
Jan 4, 1996 to Apr 3, 2026
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