Miyazaki Taiyo 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, June 11th, 2026
1 Day
4,997.62
increased by 1,539.96
1 Week
3,856.83
increased by 399.17
1 Month
4,389.72
increased by 932.06
Analysis last updated: Thursday, June 11, 2026 at 09:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.06 | |
| 0.0729 | 17.87 | |
| 0.9263 | 442.36 | |
| 0.0017 | 0.21 |
Estimation Period:
Oct 6, 1993 to Jun 5, 2026
Oct 6, 1993 to Jun 5, 2026
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