Mazda 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 1st, 2026
1 Day
6,157.15
decreased by 123.79
1 Week
6,289.64
increased by 8.70
1 Month
6,482.74
increased by 201.80
Analysis last updated: Saturday, May 30, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.22 | |
| 0.0004 | 0.49 | |
| 0.9793 | 143.03 | |
| 0.0406 | 1.69 |
Estimation Period:
May 4, 2011 to May 29, 2026
May 4, 2011 to May 29, 2026
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