Nihon ISK 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 Monday, April 27th, 2026
1 Day
7,716.56
decreased by 72.00
1 Week
6,563.07
decreased by 1,225.49
1 Month
5,435.70
decreased by 2,352.86
Analysis last updated: Saturday, April 25, 2026 at 11:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.23 | |
| 0.0717 | 26.55 | |
| 0.8896 | 553.89 | |
| 0.0775 | 17.86 |
Estimation Period:
Jan 20, 1995 to Apr 24, 2026
Jan 20, 1995 to Apr 24, 2026
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