Totenko 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, June 12th, 2026
1 Day
3,944.58
increased by 1,631.41
1 Week
2,858.75
increased by 545.58
1 Month
4,189.92
increased by 1,876.75
Analysis last updated: Friday, June 12, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.57 | |
| 0.0724 | 29.03 | |
| 0.9034 | 608.37 | |
| 0.0484 | 10.73 |
Estimation Period:
Oct 1, 1992 to Jun 5, 2026
Oct 1, 1992 to Jun 5, 2026
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