Japan Resistor Mfg 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, May 20th, 2026
1 Day
6,764.50
increased by 2,874.36
1 Week
4,069.54
increased by 179.40
1 Month
3,590.41
decreased by 299.73
Analysis last updated: Wednesday, May 20, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.57 | |
| 0.0780 | 29.07 | |
| 0.8868 | 578.84 | |
| 0.0704 | 16.31 |
Estimation Period:
Oct 1, 1992 to May 15, 2026
Oct 1, 1992 to May 15, 2026
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