Koei Chem 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 Friday, May 1st, 2026
1 Day
2,850.16
increased by 120.03
1 Week
2,803.86
increased by 73.73
1 Month
2,995.06
increased by 264.93
Analysis last updated: Friday, May 1, 2026 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4460 | 4.85 | |
| 0.0502 | 12.75 | |
| 0.9395 | 205.75 | |
| 0.0206 | 4.99 |
Estimation Period:
Nov 3, 1997 to Apr 28, 2026
Nov 3, 1997 to Apr 28, 2026
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