Ryomo Systems 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 Tuesday, March 31st, 2026
1 Day
4,109.92
increased by 2,064.58
1 Week
2,548.82
increased by 503.48
1 Month
2,386.32
increased by 340.98
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 | |
|---|---|---|
| 0.9628 | 1.34 | |
| 0.1051 | 0.09 | |
| 0.8949 | 0.73 | |
| -0.1194 | -0.21 | |
| 0.1649 | 0.23 |
Estimation Period:
Jan 23, 1995 to Mar 27, 2026
Jan 23, 1995 to Mar 27, 2026
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