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 Friday, May 15th, 2026
1 Day
4,185.42
decreased by 81.67
1 Week
4,821.19
increased by 554.10
1 Month
3,389.82
decreased by 877.27
Analysis last updated: Friday, May 15, 2026 at 07:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.45 | |
| 0.0925 | 28.69 | |
| 0.8702 | 396.44 | |
| 0.0747 | 12.04 |
Estimation Period:
Feb 23, 2006 to May 8, 2026
Feb 23, 2006 to May 8, 2026
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