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 Thursday, June 25th, 2026
1 Day
3,903.63
increased by 605.17
1 Week
3,665.12
increased by 366.66
1 Month
3,041.51
decreased by 256.95
Analysis last updated: Thursday, June 25, 2026 at 07:27 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 | 16.79 | |
| 0.9386 | 616.67 | |
| 0.0606 | 16.14 |
Estimation Period:
Sep 30, 1993 to Jun 19, 2026
Sep 30, 1993 to Jun 19, 2026
Other Hanshin Diesel Works Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities