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Kawasaki Geological Engr Co Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, July 27th, 2026

1 Day

605.86

decreased by 34.16

1 Week

614.02

decreased by 26.00

1 Month

772.76

increased by 132.74

Analysis last updated: Sunday, July 26, 2026 at 02:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kawasaki Geological Engr Co ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Aug 6, 1997 to Jul 24, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 28 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6132
7.06***
α

ARCH

Response to squared shocks

0.1166
8.40***
β

GARCH

Volatility persistence

0.8589
55.05***
γi Spline Coefficients
K=1
γ1-0.0203
-6.13***

Persistence:

0.976

Half-life:

28 days