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 Monday, May 25th, 2026
1 Day
1,648.53
decreased by 92.06
1 Week
1,816.60
increased by 76.01
1 Month
2,311.78
increased by 571.19
Analysis last updated: Saturday, May 23, 2026 at 10:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4187 | 4.81 | |
| 0.0505 | 12.73 | |
| 0.9392 | 204.13 | |
| 0.0207 | 4.99 |
Estimation Period:
Nov 3, 1997 to May 22, 2026
Nov 3, 1997 to May 22, 2026
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