Otake 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 Wednesday, June 24th, 2026
1 Day
3,229.73
increased by 1,374.67
1 Week
2,138.33
increased by 283.27
1 Month
1,760.87
decreased by 94.19
Analysis last updated: Wednesday, June 24, 2026 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.59 | |
| 0.0377 | 15.43 | |
| 0.9528 | 734.65 | |
| 0.0190 | 3.81 |
Estimation Period:
Apr 5, 1995 to Jun 19, 2026
Apr 5, 1995 to Jun 19, 2026
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