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

V-Lab

Nihon Kogyo Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:1,732.08 (-76.99)

Analysis last updated: Wednesday, July 30, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6437	4.20
$α$	0.1019	11.44
$β$	0.8820	85.69
$γ_{1}$	0.0237	0.16
$γ_{2}$	-0.0106	-0.04
$γ_{3}$	-0.5608	-2.09
$γ_{4}$	1.3969	4.79
$γ_{5}$	-1.4409	-6.64
$γ_{6}$	0.7649	3.75
$γ_{7}$	-0.3198	-1.34
$γ_{8}$	0.4195	1.59
$γ_{9}$	-0.4145	-1.60
$γ_{10}$	-0.0544	-0.22

Estimation Period:
Jan 20, 1995 to Jul 25, 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