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, July 6th, 2026
1 Day
4,464.98
decreased by 44.91
1 Week
4,820.05
increased by 310.16
1 Month
5,018.13
increased by 508.24
Analysis last updated: Saturday, July 4, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 0.0290 | 3.72 | |
| 0.7944 | 11.55 | |
| 0.3532 | 0.93 |
Estimation Period:
May 4, 2011 to Jul 3, 2026
May 4, 2011 to Jul 3, 2026
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