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

V-Lab

Kawasaki Setsubi Kogyo Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 14th, 2025:1,088.62 (-54.77)

Analysis last updated: Sunday, July 13, 2025 at 05:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3561	4.63
$α$	0.1169	8.67
$β$	0.8170	36.99
$γ_{1}$	-0.5363	-3.14
$γ_{2}$	0.2375	0.97
$γ_{3}$	0.9516	7.36
$γ_{4}$	-1.1899	-10.98
$γ_{5}$	0.6144	5.19
$γ_{6}$	0.1236	0.90
$γ_{7}$	-0.3152	-2.03
$γ_{8}$	0.0539	0.38
$γ_{9}$	-0.1886	-1.06

Estimation Period:
Mar 18, 1996 to Jul 11, 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