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 Tuesday, April 14th, 2026
1 Day
3,183.67
decreased by 374.31
1 Week
4,089.01
increased by 531.03
1 Month
7,392.93
increased by 3,834.95
Analysis last updated: Tuesday, April 14, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.43 | |
| 0.0934 | 28.69 | |
| 0.8692 | 391.72 | |
| 0.0746 | 11.97 |
Estimation Period:
Feb 23, 2006 to Apr 10, 2026
Feb 23, 2006 to Apr 10, 2026
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