Nihon Knowledge 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 Friday, April 10th, 2026
1 Day
5,630.70
decreased by 2.73
1 Week
6,172.02
increased by 538.59
1 Month
4,166.11
decreased by 1,467.32
Analysis last updated: Friday, April 10, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.06 | |
| 0.0837 | 8.48 | |
| 0.9024 | 172.71 | |
| 0.0278 | 2.19 |
Estimation Period:
Mar 23, 2023 to Apr 3, 2026
Mar 23, 2023 to Apr 3, 2026
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