Saison Technology 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, April 30th, 2026
1 Day
2,259.52
decreased by 81.74
1 Week
2,404.38
increased by 63.12
1 Month
1,894.62
decreased by 446.64
Analysis last updated: Wednesday, April 29, 2026 at 08:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.79 | |
| 0.0658 | 21.14 | |
| 0.8993 | 528.69 | |
| 0.0698 | 11.81 |
Estimation Period:
Jan 20, 1995 to Apr 28, 2026
Jan 20, 1995 to Apr 28, 2026
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