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 Tuesday, April 28th, 2026
1 Day
509.45
decreased by 41.00
1 Week
558.90
increased by 8.45
1 Month
543.20
decreased by 7.25
Analysis last updated: Tuesday, April 28, 2026 at 07:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.59 | |
| 0.0722 | 20.70 | |
| 0.9121 | 460.90 | |
| 0.0313 | 5.65 |
Estimation Period:
Nov 30, 1995 to Apr 24, 2026
Nov 30, 1995 to Apr 24, 2026
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