Asahimas Flat Glass 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, June 8th, 2026
1 Day
845.15
increased by 24.73
1 Week
863.39
increased by 42.97
1 Month
1,110.29
increased by 289.87
Analysis last updated: Sunday, June 7, 2026 at 02:54 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4534 | 14.29 | |
| 0.0513 | 11.18 | |
| 0.9376 | 458.95 | |
| 0.0222 | 3.04 |
Estimation Period:
Feb 1, 1996 to Jun 5, 2026
Feb 1, 1996 to Jun 5, 2026
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