Daiko Tsusan 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 Tuesday, June 9th, 2026
1 Day
6,119.33
increased by 5,062.31
1 Week
2,154.87
increased by 1,097.85
1 Month
1,482.06
increased by 425.04
Analysis last updated: Tuesday, June 9, 2026 at 07:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.46 | |
| 0.1253 | 22.16 | |
| 0.8419 | 216.04 | |
| 0.0657 | 5.21 |
Estimation Period:
May 29, 2019 to Jun 5, 2026
May 29, 2019 to Jun 5, 2026
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