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 Friday, May 29th, 2026
1 Day
702.94
decreased by 19.99
1 Week
726.22
increased by 3.29
1 Month
744.63
increased by 21.70
Analysis last updated: Friday, May 29, 2026 at 07:29 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 | |
| 0.0459 | 23.89 | |
| 0.9371 | 656.69 | |
| 0.0341 | 9.66 |
Estimation Period:
Mar 18, 1996 to May 22, 2026
Mar 18, 1996 to May 22, 2026
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