Yutaka Trusty Securities Co 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 Monday, May 25th, 2026
1 Day
502.42
increased by 21.56
1 Week
488.98
increased by 8.12
1 Month
498.92
increased by 18.06
Analysis last updated: Sunday, May 24, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.62 | |
| 0.0725 | 20.74 | |
| 0.9120 | 459.91 | |
| 0.0310 | 5.63 |
Estimation Period:
Nov 30, 1995 to May 22, 2026
Nov 30, 1995 to May 22, 2026
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