Kawata Mfg Co 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, June 10th, 2026
1 Day
6,387.28
increased by 2,779.40
1 Week
3,982.29
increased by 374.41
1 Month
2,097.06
decreased by 1,510.82
Analysis last updated: Wednesday, June 10, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0171 | 7.23 | |
| 0.0656 | 23.81 | |
| 0.9154 | 486.39 | |
| 0.0381 | 9.81 |
Estimation Period:
Jan 20, 1995 to Jun 5, 2026
Jan 20, 1995 to Jun 5, 2026
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