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, June 23rd, 2026
1 Day
954.51
increased by 59.46
1 Week
963.47
increased by 68.42
1 Month
752.41
decreased by 142.64
Analysis last updated: Tuesday, June 23, 2026 at 07:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.62 | |
| 0.0722 | 20.74 | |
| 0.9120 | 461.30 | |
| 0.0317 | 5.79 |
Estimation Period:
Nov 30, 1995 to Jun 19, 2026
Nov 30, 1995 to Jun 19, 2026
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