Sakae Electronics 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 Thursday, April 16th, 2026
1 Day
4,719.16
increased by 911.47
1 Week
3,688.94
decreased by 118.75
1 Month
3,389.40
decreased by 418.29
Analysis last updated: Thursday, April 16, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.70 | |
| 0.0686 | 22.96 | |
| 0.8836 | 481.27 | |
| 0.0955 | 17.49 |
Estimation Period:
Oct 30, 1997 to Apr 10, 2026
Oct 30, 1997 to Apr 10, 2026
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