Kodensha Co Ltd 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 Wednesday, May 27th, 2026
1 Day
1,646.98
increased by 1,543.65
1 Week
415.81
increased by 312.48
1 Month
202.22
increased by 98.89
Analysis last updated: Wednesday, May 27, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8855 | 6.70 | |
| 0.0475 | 26.53 | |
| 0.9411 | 815.53 | |
| 0.0228 | 8.32 |
Estimation Period:
Oct 1, 1992 to May 22, 2026
Oct 1, 1992 to May 22, 2026
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