Imamura Securities 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 Friday, May 29th, 2026
1 Day
5,457.59
increased by 2,490.00
1 Week
3,632.49
increased by 664.90
1 Month
3,599.96
increased by 632.37
Analysis last updated: Friday, May 29, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.07 | |
| 0.0374 | 10.67 | |
| 0.9414 | 480.08 | |
| 0.0422 | 7.55 |
Estimation Period:
Dec 18, 2014 to May 22, 2026
Dec 18, 2014 to May 22, 2026
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