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 29th, 2026
1 Day
2,362.28
increased by 498.51
1 Week
1,734.01
decreased by 129.76
1 Month
1,164.17
decreased by 699.60
Analysis last updated: Sunday, June 28, 2026 at 03:04 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4532 | 14.25 | |
| 0.0510 | 11.16 | |
| 0.9377 | 459.87 | |
| 0.0226 | 3.10 |
Estimation Period:
Feb 1, 1996 to Jun 26, 2026
Feb 1, 1996 to Jun 26, 2026
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