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 Wednesday, June 24th, 2026
1 Day
4,459.55
increased by 503.40
1 Week
4,287.64
increased by 331.49
1 Month
4,719.25
increased by 763.10
Analysis last updated: Wednesday, June 24, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.08 | |
| 0.0371 | 10.64 | |
| 0.9422 | 488.69 | |
| 0.0415 | 7.49 |
Estimation Period:
Dec 18, 2014 to Jun 19, 2026
Dec 18, 2014 to Jun 19, 2026
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