Yamashita Health Care Hldgs 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, May 25th, 2026
1 Day
2,682.37
decreased by 293.07
1 Week
3,133.16
increased by 157.72
1 Month
3,618.27
increased by 642.83
Analysis last updated: Saturday, May 23, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.46 | |
| 0.0929 | 28.78 | |
| 0.8701 | 396.60 | |
| 0.0740 | 11.96 |
Estimation Period:
Feb 23, 2006 to May 22, 2026
Feb 23, 2006 to May 22, 2026
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