Kobelco Wire 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 Wednesday, June 10th, 2026
1 Day
17,339.73
increased by 16,415.79
1 Week
4,300.70
increased by 3,376.76
1 Month
1,849.59
increased by 925.65
Analysis last updated: Wednesday, June 10, 2026 at 07:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.10 | |
| 0.0963 | 29.11 | |
| 0.8511 | 434.68 | |
| 0.1053 | 15.81 |
Estimation Period:
Oct 2, 1992 to Jun 5, 2026
Oct 2, 1992 to Jun 5, 2026
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