Loginet Japan Co Ltd 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, June 29th, 2026
1 Day
6,092.41
increased by 1,849.59
1 Week
5,167.61
increased by 924.79
1 Month
4,927.60
increased by 684.78
Analysis last updated: Saturday, June 27, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.47 | |
| 0.0652 | 14.59 | |
| 0.9489 | 531.60 | |
| -0.0283 | -4.87 |
Estimation Period:
Jan 30, 2006 to Jun 26, 2026
Jan 30, 2006 to Jun 26, 2026
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