Kanefusa Corp 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 Friday, June 5th, 2026
1 Day
5,205.33
increased by 1,657.19
1 Week
4,041.61
increased by 493.47
1 Month
3,352.97
decreased by 195.17
Analysis last updated: Friday, June 5, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.50 | |
| 0.0443 | 22.30 | |
| 0.9409 | 652.53 | |
| 0.0295 | 7.57 |
Estimation Period:
Jan 22, 1999 to May 29, 2026
Jan 22, 1999 to May 29, 2026
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