V-Lab: Nihon Kogyo Co Ltd Spline ILLIQ Liquidity Analysis

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Nihon Kogyo Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, November 11th, 2025:1,628.32 (-143.73)

Analysis last updated: Tuesday, November 11, 2025 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6539	4.18
$α$	0.1017	11.42
$β$	0.8830	85.73
$γ_{1}$	0.0245	0.17
$γ_{2}$	-0.0203	-0.09
$γ_{3}$	-0.5542	-2.05
$γ_{4}$	1.4235	4.62
$γ_{5}$	-1.4858	-6.49
$γ_{6}$	0.7995	4.14
$γ_{7}$	-0.3545	-1.55
$γ_{8}$	0.4890	1.83
$γ_{9}$	-0.5499	-2.04
$γ_{10}$	0.1226	0.50

Estimation Period:
Jan 20, 1995 to Nov 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nihon Kogyo Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM