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 15th, 2026
1 Day
2,218.30
decreased by 135.31
1 Week
2,424.16
increased by 70.55
1 Month
2,734.28
increased by 380.67
Analysis last updated: Friday, May 15, 2026 at 07:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4404 | 4.84 | |
| 0.0503 | 12.75 | |
| 0.9394 | 205.70 | |
| 0.0206 | 4.98 |
Estimation Period:
Nov 3, 1997 to May 8, 2026
Nov 3, 1997 to May 8, 2026
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