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, June 8th, 2026
1 Day
973.75
increased by 16.62
1 Week
975.46
increased by 18.33
1 Month
869.75
decreased by 87.38
Analysis last updated: Saturday, June 6, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.88 | |
| 0.0461 | 15.19 | |
| 0.9470 | 484.41 | |
| 0.0138 | 2.90 |
Estimation Period:
Aug 6, 1997 to Jun 5, 2026
Aug 6, 1997 to Jun 5, 2026
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