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 7th, 2026
1 Day
554.48
increased by 35.51
1 Week
537.96
increased by 18.99
1 Month
563.75
increased by 44.78
Analysis last updated: Tuesday, April 7, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.52 | |
| 0.0721 | 20.70 | |
| 0.9121 | 459.75 | |
| 0.0315 | 5.68 |
Estimation Period:
Nov 30, 1995 to Apr 3, 2026
Nov 30, 1995 to Apr 3, 2026
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