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 Monday, June 8th, 2026
1 Day
4,363.71
increased by 2,128.84
1 Week
2,480.60
increased by 245.73
1 Month
1,773.71
decreased by 461.16
Analysis last updated: Saturday, June 6, 2026 at 11:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.46 | |
| 0.0311 | 16.78 | |
| 0.9385 | 613.81 | |
| 0.0607 | 16.14 |
Estimation Period:
Sep 30, 1993 to Jun 5, 2026
Sep 30, 1993 to Jun 5, 2026
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