Sakai Holdings 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 Thursday, June 18th, 2026
1 Day
3,779.68
increased by 1,773.10
1 Week
2,550.13
increased by 543.55
1 Month
3,165.09
increased by 1,158.51
Analysis last updated: Thursday, June 18, 2026 at 08:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.90 | |
| 0.0884 | 27.98 | |
| 0.8801 | 450.86 | |
| 0.0631 | 10.49 |
Estimation Period:
Aug 17, 2001 to Jun 12, 2026
Aug 17, 2001 to Jun 12, 2026
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