Project Holdings Inc /Japan 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 Friday, June 26th, 2026
1 Day
7,221.82
decreased by 752.88
1 Week
8,194.70
increased by 220.00
1 Month
6,748.79
decreased by 1,225.91
Analysis last updated: Friday, June 26, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3446 | 4.24 | |
| 0.0610 | 9.32 | |
| 0.8942 | 161.31 | |
| 0.0897 | 8.75 |
Estimation Period:
Sep 29, 2021 to Jun 19, 2026
Sep 29, 2021 to Jun 19, 2026
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