Seven Industries 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 2nd, 2026
1 Day
4,546.99
increased by 1,143.05
1 Week
3,695.69
increased by 291.75
1 Month
4,410.22
increased by 1,006.28
Analysis last updated: Tuesday, June 2, 2026 at 08:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.66 | |
| 0.0475 | 18.28 | |
| 0.9301 | 575.18 | |
| 0.0448 | 11.04 |
Estimation Period:
Mar 24, 1995 to May 29, 2026
Mar 24, 1995 to May 29, 2026
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