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 Wednesday, May 20th, 2026
1 Day
486.20
decreased by 9.89
1 Week
489.19
decreased by 6.90
1 Month
518.76
increased by 22.67
Analysis last updated: Wednesday, May 20, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.61 | |
| 0.0725 | 20.73 | |
| 0.9120 | 459.91 | |
| 0.0310 | 5.63 |
Estimation Period:
Nov 30, 1995 to May 15, 2026
Nov 30, 1995 to May 15, 2026
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