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

V-Lab

Kawasaki Setsubi Kogyo Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, August 29th, 2025:659.33 (71.62)

Analysis last updated: Friday, August 29, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3575	4.60
$α$	0.1158	8.67
$β$	0.8197	37.69
$γ_{1}$	-0.5396	-3.17
$γ_{2}$	0.2529	1.03
$γ_{3}$	0.9284	7.19
$γ_{4}$	-1.1781	-10.99
$γ_{5}$	0.6193	5.32
$γ_{6}$	0.1240	0.91
$γ_{7}$	-0.3431	-2.19
$γ_{8}$	0.1000	0.67
$γ_{9}$	-0.3046	-1.78

Estimation Period:
Mar 18, 1996 to Aug 22, 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