V-Lab: Kodama Chem Ind Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Kodama Chem Ind Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:6,903.82 (316.57)

Analysis last updated: Sunday, May 18, 2025 at 12:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5566	5.32
$α$	0.1890	20.94
$β$	0.8087	89.34
$γ_{1}$	0.2006	3.62
$γ_{2}$	-0.5476	-6.98
$γ_{3}$	0.6607	10.00
$γ_{4}$	-0.4892	-6.00
$γ_{5}$	0.2192	2.71
$γ_{6}$	-0.3454	-1.15
$γ_{7}$	1.3288	1.36

Estimation Period:
Oct 1, 1992 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Kodama Chem Ind Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM