Kawasaki Geological Engr Co 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 18th, 2026
1 Day
815.65
increased by 8.11
1 Week
805.25
decreased by 2.29
1 Month
808.73
increased by 1.19
Analysis last updated: Saturday, May 16, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.78 | |
| 0.0462 | 14.93 | |
| 0.9470 | 484.38 | |
| 0.0137 | 2.71 |
Estimation Period:
Aug 6, 1997 to May 15, 2026
Aug 6, 1997 to May 15, 2026
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