Minami Nippon Bank 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 Thursday, May 7th, 2026
1 Day
3,301.63
increased by 1,305.90
1 Week
2,648.68
increased by 652.95
1 Month
2,006.93
increased by 11.20
Analysis last updated: Saturday, May 2, 2026 at 08:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.10 | |
| 0.0471 | 19.06 | |
| 0.9457 | 501.41 | |
| 0.0145 | 2.52 |
Estimation Period:
Oct 1, 1993 to May 1, 2026
Oct 1, 1993 to May 1, 2026
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