Kyoto Hotel 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, April 7th, 2026
1 Day
3,768.15
increased by 598.21
1 Week
3,088.75
decreased by 81.19
1 Month
2,269.80
decreased by 900.14
Analysis last updated: Tuesday, April 7, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.02 | |
| 0.0418 | 13.38 | |
| 0.9329 | 615.35 | |
| 0.0506 | 7.65 |
Estimation Period:
Apr 18, 1995 to Apr 3, 2026
Apr 18, 1995 to Apr 3, 2026
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