Hanshin Diesel Works 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, April 8th, 2026
1 Day
4,179.04
increased by 2,723.15
1 Week
1,872.33
increased by 416.44
1 Month
970.72
decreased by 485.17
Analysis last updated: Wednesday, April 8, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.49 | |
| 0.0312 | 16.81 | |
| 0.9389 | 626.34 | |
| 0.0599 | 15.97 |
Estimation Period:
Sep 30, 1993 to Apr 3, 2026
Sep 30, 1993 to Apr 3, 2026
Other Hanshin Diesel Works Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities