Ryomo Systems 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 18th, 2026
1 Day
3,779.24
increased by 1,305.79
1 Week
2,932.12
increased by 458.67
1 Month
2,666.05
increased by 192.60
Analysis last updated: Saturday, May 16, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.77 | |
| 0.0685 | 24.08 | |
| 0.9220 | 563.90 | |
| 0.0191 | 4.04 |
Estimation Period:
Jan 23, 1995 to May 15, 2026
Jan 23, 1995 to May 15, 2026
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