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 Monday, June 29th, 2026
1 Day
932.07
decreased by 50.86
1 Week
976.97
decreased by 5.96
1 Month
880.67
decreased by 102.26
Analysis last updated: Saturday, June 27, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.01 | |
| 0.0459 | 24.11 | |
| 0.9373 | 661.49 | |
| 0.0336 | 9.64 |
Estimation Period:
Mar 18, 1996 to Jun 26, 2026
Mar 18, 1996 to Jun 26, 2026
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