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 Tuesday, June 16th, 2026
1 Day
1,346.79
decreased by 51.50
1 Week
1,394.37
decreased by 3.92
1 Month
1,520.00
increased by 121.71
Analysis last updated: Tuesday, June 16, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4102 | 4.81 | |
| 0.0507 | 12.77 | |
| 0.9390 | 203.78 | |
| 0.0205 | 4.94 |
Estimation Period:
Nov 3, 1997 to Jun 12, 2026
Nov 3, 1997 to Jun 12, 2026
Other Koei Chem Co Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities