Bitcoin Japan 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, June 29th, 2026
1 Day
172.82
decreased by 15.10
1 Week
200.23
increased by 12.31
1 Month
421.58
increased by 233.66
Analysis last updated: Saturday, June 27, 2026 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9677 | 6.30 | |
| 0.0794 | 22.75 | |
| 0.8900 | 581.30 | |
| 0.0613 | 11.14 |
Estimation Period:
Oct 2, 1992 to Jun 26, 2026
Oct 2, 1992 to Jun 26, 2026
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