Oie Sangyo 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, June 1st, 2026
1 Day
3,486.36
increased by 1,589.88
1 Week
2,018.19
increased by 121.71
1 Month
1,814.10
decreased by 82.38
Analysis last updated: Sunday, May 31, 2026 at 12:13 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.91 | |
| 0.0480 | 14.89 | |
| 0.9311 | 599.14 | |
| 0.0418 | 6.32 |
Estimation Period:
Jan 22, 1999 to May 29, 2026
Jan 22, 1999 to May 29, 2026
Other Oie Sangyo Co Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities