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 Tuesday, April 14th, 2026
1 Day
7,277.40
decreased by 399.27
1 Week
6,918.04
decreased by 758.63
1 Month
6,709.68
decreased by 966.99
Analysis last updated: Tuesday, April 14, 2026 at 08:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.50 | |
| 0.0747 | 19.52 | |
| 0.9071 | 437.58 | |
| 0.0364 | 6.65 |
Estimation Period:
Jan 4, 1996 to Apr 10, 2026
Jan 4, 1996 to Apr 10, 2026
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