Kuze 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 Monday, April 13th, 2026
1 Day
6,018.64
increased by 4,758.10
1 Week
2,242.27
increased by 981.73
1 Month
1,628.57
increased by 368.03
Analysis last updated: Saturday, April 11, 2026 at 10:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.58 | |
| 0.0521 | 22.44 | |
| 0.9192 | 551.10 | |
| 0.0574 | 14.07 |
Estimation Period:
Sep 24, 2001 to Apr 10, 2026
Sep 24, 2001 to Apr 10, 2026
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