Sakai Holdings Co Ltd Spline 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
5,136.67
increased by 3,402.26
1 Week
2,602.47
increased by 868.06
1 Month
2,978.27
increased by 1,243.86
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 | |
|---|---|---|
| 0.8202 | 0.43 | |
| 0.1613 | 0.03 | |
| 0.8387 | 0.17 | |
| -0.0585 | 0.00 | |
| -0.0761 | 0.00 | |
| 0.2413 | 0.15 | |
| -0.2087 | -0.15 |
Estimation Period:
Aug 17, 2001 to Jun 12, 2026
Aug 17, 2001 to Jun 12, 2026
Other Sakai Holdings Co Ltd Analyses
Other Spline ILLIQ Analyses on International Equities