Miroku 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 Monday, March 30th, 2026
1 Day
4,158.01
decreased by 308.83
1 Week
4,158.38
decreased by 308.46
1 Month
3,765.23
decreased by 701.61
Analysis last updated: Sunday, March 29, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.60 | |
| 0.0521 | 23.67 | |
| 0.9225 | 655.65 | |
| 0.0509 | 12.27 |
Estimation Period:
Oct 12, 1993 to Mar 27, 2026
Oct 12, 1993 to Mar 27, 2026
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