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

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Harima-Kyowa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:2,732.91 (244.52)

Analysis last updated: Sunday, December 7, 2025 at 04:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5056	4.70
$α$	0.1200	8.31
$β$	0.8193	36.84
$γ_{1}$	0.0615	0.27
$γ_{2}$	0.2159	0.65
$γ_{3}$	-0.3047	-1.34
$γ_{4}$	-0.2739	-1.23
$γ_{5}$	0.5647	2.27
$γ_{6}$	-0.6886	-2.35
$γ_{7}$	1.2673	4.49
$γ_{8}$	-1.6470	-6.81
$γ_{9}$	1.1802	3.26
$γ_{10}$	-0.4596	-0.84

Estimation Period:
Jan 22, 1999 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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