Eidai Kako 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 Thursday, May 21st, 2026
1 Day
8,392.54
increased by 2,183.21
1 Week
6,817.96
increased by 608.63
1 Month
7,799.37
increased by 1,590.04
Analysis last updated: Thursday, May 21, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.12 | |
| 0.0490 | 23.27 | |
| 0.9415 | 805.38 | |
| 0.0190 | 4.49 |
Estimation Period:
Nov 15, 1995 to May 15, 2026
Nov 15, 1995 to May 15, 2026
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