Tomita 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 16th, 2026
1 Day
4,966.13
decreased by 230.39
1 Week
5,322.63
increased by 126.11
1 Month
4,418.84
decreased by 777.68
Analysis last updated: Tuesday, June 16, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.55 | |
| 0.0471 | 17.92 | |
| 0.9432 | 643.81 | |
| 0.0195 | 4.21 |
Estimation Period:
Jan 26, 1995 to Jun 12, 2026
Jan 26, 1995 to Jun 12, 2026
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