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, July 6th, 2026
1 Day
880.98
decreased by 56.71
1 Week
946.48
increased by 8.79
1 Month
951.59
increased by 13.90
Analysis last updated: Saturday, July 4, 2026 at 11:57 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 | 20.77 | |
| 0.9120 | 462.24 | |
| 0.0316 | 5.78 |
Estimation Period:
Nov 30, 1995 to Jul 3, 2026
Nov 30, 1995 to Jul 3, 2026
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