Anshin Guarantor Service 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 Thursday, May 14th, 2026
1 Day
3,615.72
increased by 2,449.47
1 Week
1,784.56
increased by 618.31
1 Month
1,181.95
increased by 15.70
Analysis last updated: Thursday, May 14, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.28 | |
| 0.1101 | 22.28 | |
| 0.8594 | 245.18 | |
| 0.0610 | 7.28 |
Estimation Period:
Nov 23, 2015 to May 8, 2026
Nov 23, 2015 to May 8, 2026
Other Anshin Guarantor Service Analyses
Other Asymmetric ILLIQ Analyses on International Equities