Kyoritsu Computer & Comm Co 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 Friday, May 22nd, 2026
1 Day
4,579.58
increased by 1,902.46
1 Week
2,760.36
increased by 83.24
1 Month
2,250.33
decreased by 426.79
Analysis last updated: Saturday, May 23, 2026 at 03:03 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.63 | |
| 0.0734 | 20.76 | |
| 0.9193 | 438.61 | |
| 0.0146 | 2.11 |
Estimation Period:
Feb 21, 2013 to May 15, 2026
Feb 21, 2013 to May 15, 2026
Other Kyoritsu Computer & Comm Co Analyses
Other Asymmetric ILLIQ Analyses on International Equities