Tokyo Soir 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 Friday, April 17th, 2026
1 Day
3,436.23
increased by 222.90
1 Week
3,485.90
increased by 272.57
1 Month
2,651.99
decreased by 561.34
Analysis last updated: Friday, April 17, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.56 | |
| 0.0670 | 24.75 | |
| 0.9102 | 523.72 | |
| 0.0455 | 8.97 |
Estimation Period:
Oct 2, 1992 to Apr 10, 2026
Oct 2, 1992 to Apr 10, 2026
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