Japan Resistor Mfg Co Ltd Spline 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
10,339.13
increased by 5,871.27
1 Week
5,315.21
increased by 847.35
1 Month
4,026.72
decreased by 441.14
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 | |
|---|---|---|
| 1.0381 | 0.50 | |
| 0.1529 | 0.05 | |
| 0.8470 | 0.28 | |
| -0.3905 | -0.23 | |
| 0.5679 | 0.27 | |
| -0.4010 | -1.14 | |
| 0.4804 | 1.45 | |
| -0.4619 | -0.58 |
Estimation Period:
Oct 1, 1992 to May 15, 2026
Oct 1, 1992 to May 15, 2026
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