Meiko Trans Co Ltd 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
1,781.65
decreased by 43.99
1 Week
1,864.65
increased by 39.01
1 Month
1,850.60
increased by 24.96
Analysis last updated: Saturday, May 23, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.15 | |
| 0.0298 | 9.82 | |
| 0.9687 | 655.43 | |
| 0.0029 | 0.70 |
Estimation Period:
Sep 30, 1993 to May 22, 2026
Sep 30, 1993 to May 22, 2026
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