V-Lab: Harima-Kyowa Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Harima-Kyowa Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:3,150.80 (-195.46)

Analysis last updated: Sunday, June 1, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1220	0.73
$β$	0.7615	21.86
$γ$	-0.1220	-0.34
$λ_{1}$	10.0000	1.38
$λ_{2}$	0.1424	5.88
$λ_{3}$	0.8576	4.20

Estimation Period:
Jan 22, 1999 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Harima-Kyowa Co Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ