Nihon Kogyo 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, June 1st, 2026
1 Day
2,254.16
increased by 134.14
1 Week
2,184.51
increased by 64.49
1 Month
2,181.26
increased by 61.24
Analysis last updated: Saturday, May 30, 2026 at 11:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.51 | |
| 0.0491 | 23.42 | |
| 0.9316 | 632.90 | |
| 0.0386 | 8.51 |
Estimation Period:
Jan 20, 1995 to May 29, 2026
Jan 20, 1995 to May 29, 2026
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