Kyowakogyosyo 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 Tuesday, June 23rd, 2026
1 Day
4,041.06
decreased by 129.22
1 Week
3,878.31
decreased by 291.97
1 Month
4,340.59
increased by 170.31
Analysis last updated: Tuesday, June 23, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.55 | |
| 0.0593 | 24.49 | |
| 0.9254 | 637.35 | |
| 0.0306 | 7.08 |
Estimation Period:
Apr 15, 1996 to Jun 19, 2026
Apr 15, 1996 to Jun 19, 2026
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