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 Tuesday, March 31st, 2026
1 Day
3,375.57
increased by 1,728.92
1 Week
2,062.53
increased by 415.88
1 Month
1,865.48
increased by 218.83
Analysis last updated: Tuesday, March 31, 2026 at 08:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.78 | |
| 0.0695 | 24.27 | |
| 0.9215 | 557.10 | |
| 0.0180 | 3.79 |
Estimation Period:
Jan 23, 1995 to Mar 27, 2026
Jan 23, 1995 to Mar 27, 2026
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