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, July 7th, 2026
1 Day
7,332.70
decreased by 40.79
1 Week
6,956.55
decreased by 416.94
1 Month
5,727.81
decreased by 1,645.68
Analysis last updated: Tuesday, July 7, 2026 at 07:47 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 | 17.93 | |
| 0.9432 | 643.80 | |
| 0.0194 | 4.21 |
Estimation Period:
Jan 26, 1995 to Jun 26, 2026
Jan 26, 1995 to Jun 26, 2026
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