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 Thursday, June 18th, 2026
1 Day
15,935.51
decreased by 2,203.42
1 Week
19,132.76
increased by 993.83
1 Month
11,405.46
decreased by 6,733.47
Analysis last updated: Thursday, June 18, 2026 at 08:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.42 | |
| 0.0918 | 28.59 | |
| 0.8700 | 397.99 | |
| 0.0765 | 12.44 |
Estimation Period:
Feb 23, 2006 to Jun 12, 2026
Feb 23, 2006 to Jun 12, 2026
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