Yamadai Corp 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, March 31st, 2026
1 Day
6,163.38
increased by 4,339.36
1 Week
2,742.26
increased by 918.24
1 Month
1,818.80
decreased by 5.22
Analysis last updated: Tuesday, March 31, 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 | 0.94 | |
| 0.0595 | 22.71 | |
| 0.9166 | 655.16 | |
| 0.0478 | 9.30 |
Estimation Period:
Feb 6, 1995 to Mar 27, 2026
Feb 6, 1995 to Mar 27, 2026
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