Hatsuho Shouji 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 Monday, April 13th, 2026
1 Day
5,787.84
decreased by 317.00
1 Week
5,945.84
decreased by 159.00
1 Month
5,422.52
decreased by 682.32
Analysis last updated: Saturday, April 11, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.70 | |
| 0.0553 | 21.85 | |
| 0.9334 | 664.34 | |
| 0.0226 | 4.70 |
Estimation Period:
Feb 15, 1995 to Apr 10, 2026
Feb 15, 1995 to Apr 10, 2026
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