Kawasaki Setsubi Kogyo Co 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 Thursday, May 21st, 2026
1 Day
748.49
increased by 12.97
1 Week
730.91
decreased by 4.61
1 Month
783.09
increased by 47.57
Analysis last updated: Thursday, May 21, 2026 at 07:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.96 | |
| 0.0458 | 23.76 | |
| 0.9372 | 657.20 | |
| 0.0341 | 9.51 |
Estimation Period:
Mar 18, 1996 to May 15, 2026
Mar 18, 1996 to May 15, 2026
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