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, June 23rd, 2026
1 Day
3,988.61
decreased by 353.75
1 Week
4,762.75
increased by 420.39
1 Month
7,614.36
increased by 3,272.00
Analysis last updated: Tuesday, June 23, 2026 at 07:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.90 | |
| 0.0569 | 22.08 | |
| 0.9174 | 662.37 | |
| 0.0514 | 10.02 |
Estimation Period:
Feb 6, 1995 to Jun 19, 2026
Feb 6, 1995 to Jun 19, 2026
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