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 Wednesday, April 8th, 2026
1 Day
3,079.57
increased by 8.85
1 Week
3,112.42
increased by 41.70
1 Month
3,520.72
increased by 450.00
Analysis last updated: Wednesday, April 8, 2026 at 07:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4516 | 4.85 | |
| 0.0504 | 12.73 | |
| 0.9394 | 205.61 | |
| 0.0204 | 4.93 |
Estimation Period:
Nov 3, 1997 to Apr 3, 2026
Nov 3, 1997 to Apr 3, 2026
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