Koyou Rentia Co 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, May 12th, 2026
1 Day
3,807.98
decreased by 642.21
1 Week
4,408.04
decreased by 42.15
1 Month
5,149.48
increased by 699.29
Analysis last updated: Tuesday, May 12, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.18 | |
| 0.1326 | 16.13 | |
| 0.8413 | 168.93 | |
| 0.0523 | 2.97 |
Estimation Period:
Feb 7, 2020 to May 8, 2026
Feb 7, 2020 to May 8, 2026
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