Kinki Sharyo 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 Monday, May 18th, 2026
1 Day
8,484.88
increased by 6,371.38
1 Week
3,681.57
increased by 1,568.07
1 Month
3,163.40
increased by 1,049.90
Analysis last updated: Saturday, May 16, 2026 at 11:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4652 | 11.63 | |
| 0.1020 | 34.82 | |
| 0.8610 | 537.09 | |
| 0.0742 | 12.97 |
Estimation Period:
Oct 1, 1992 to May 15, 2026
Oct 1, 1992 to May 15, 2026
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