V-Lab: Kawasaki Setsubi Kogyo Co Spline ILLIQ Liquidity Analysis

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Kawasaki Setsubi Kogyo Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 30th, 2025:807.59 (-16.30)

Analysis last updated: Thursday, October 30, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3577	4.62
$α$	0.1150	8.69
$β$	0.8209	37.91
$γ_{1}$	-0.5439	-3.27
$γ_{2}$	0.2762	1.15
$γ_{3}$	0.8907	6.99
$γ_{4}$	-1.1590	-11.14
$γ_{5}$	0.6331	5.66
$γ_{6}$	0.1089	0.84
$γ_{7}$	-0.3622	-2.32
$γ_{8}$	0.1310	0.84
$γ_{9}$	-0.3579	-2.01

Estimation Period:
Mar 18, 1996 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Kawasaki Setsubi Kogyo Co Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM