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 Monday, December 8th, 2025:1,277.01 (67.61)

Analysis last updated: Sunday, December 7, 2025 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6581	4.17
$α$	0.1016	11.40
$β$	0.8835	85.72
$γ_{1}$	0.0241	0.17
$γ_{2}$	-0.0214	-0.09
$γ_{3}$	-0.5551	-2.05
$γ_{4}$	1.4349	4.58
$γ_{5}$	-1.5002	-6.43
$γ_{6}$	0.8066	4.24
$γ_{7}$	-0.3580	-1.59
$γ_{8}$	0.4995	1.87
$γ_{9}$	-0.5760	-2.11
$γ_{10}$	0.1356	0.55

Estimation Period:
Jan 20, 1995 to Dec 5, 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