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 5th, 2026
1 Day
4,528.47
decreased by 377.20
1 Week
5,334.41
increased by 428.74
1 Month
6,710.50
increased by 1,804.83
Analysis last updated: Friday, June 5, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3371 | 4.27 | |
| 0.0616 | 9.12 | |
| 0.8946 | 158.08 | |
| 0.0878 | 8.69 |
Estimation Period:
Sep 29, 2021 to May 29, 2026
Sep 29, 2021 to May 29, 2026
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