Eiken Industries 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 Tuesday, May 19th, 2026
1 Day
4,635.99
increased by 605.05
1 Week
3,965.29
decreased by 65.65
1 Month
3,560.57
decreased by 470.37
Analysis last updated: Tuesday, May 19, 2026 at 08:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.98 | |
| 0.0354 | 6.75 | |
| 0.9545 | 369.40 | |
| 0.0201 | 3.18 |
Estimation Period:
Jun 19, 1997 to May 15, 2026
Jun 19, 1997 to May 15, 2026
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