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 Tuesday, April 28th, 2026
1 Day
856.21
increased by 3.90
1 Week
838.75
decreased by 13.56
1 Month
902.31
increased by 50.00
Analysis last updated: Tuesday, April 28, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.91 | |
| 0.0457 | 23.66 | |
| 0.9373 | 658.20 | |
| 0.0340 | 9.37 |
Estimation Period:
Mar 18, 1996 to Apr 24, 2026
Mar 18, 1996 to Apr 24, 2026
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