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

V-Lab

Nihon Kogyo Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:2,547.53 (176.61)

Analysis last updated: Friday, July 18, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6423	4.20
$α$	0.1020	11.45
$β$	0.8818	85.55
$γ_{1}$	0.0242	0.17
$γ_{2}$	-0.0102	-0.04
$γ_{3}$	-0.5619	-2.09
$γ_{4}$	1.3946	4.82
$γ_{5}$	-1.4361	-6.67
$γ_{6}$	0.7606	3.70
$γ_{7}$	-0.3148	-1.32
$γ_{8}$	0.4095	1.55
$γ_{9}$	-0.3976	-1.55
$γ_{10}$	-0.0584	-0.24

Estimation Period:
Jan 20, 1995 to Jul 11, 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