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, April 30th, 2026
1 Day
1,967.76
decreased by 104.01
1 Week
2,130.19
increased by 58.42
1 Month
2,470.21
increased by 398.44
Analysis last updated: Wednesday, April 29, 2026 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.47 | |
| 0.0316 | 16.90 | |
| 0.9385 | 614.62 | |
| 0.0598 | 15.85 |
Estimation Period:
Sep 30, 1993 to Apr 28, 2026
Sep 30, 1993 to Apr 28, 2026
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