Muraki 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 Monday, June 1st, 2026
1 Day
10,366.78
decreased by 1,108.00
1 Week
12,164.66
increased by 689.88
1 Month
8,080.25
decreased by 3,394.53
Analysis last updated: Sunday, May 31, 2026 at 12:03 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.01 | |
| 0.0745 | 24.04 | |
| 0.8981 | 514.95 | |
| 0.0548 | 10.72 |
Estimation Period:
Nov 30, 1995 to May 29, 2026
Nov 30, 1995 to May 29, 2026
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