Nippon Kanryu IND 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 Tuesday, April 28th, 2026
1 Day
4,838.48
increased by 261.15
1 Week
4,770.12
increased by 192.79
1 Month
4,949.74
increased by 372.41
Analysis last updated: Tuesday, April 28, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.39 | |
| 0.0283 | 11.28 | |
| 0.9611 | 778.26 | |
| 0.0211 | 4.13 |
Estimation Period:
Mar 28, 2000 to Apr 24, 2026
Mar 28, 2000 to Apr 24, 2026
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