Daisui 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, March 30th, 2026
1 Day
4,536.64
decreased by 246.84
1 Week
4,919.59
increased by 136.11
1 Month
4,763.10
decreased by 20.38
Analysis last updated: Sunday, March 29, 2026 at 01:40 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.86 | |
| 0.0507 | 12.79 | |
| 0.9418 | 473.52 | |
| 0.0150 | 2.64 |
Estimation Period:
Mar 14, 1997 to Mar 27, 2026
Mar 14, 1997 to Mar 27, 2026
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