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

V-Lab

Harima-Kyowa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, September 18th, 2025:2,766.50 (-79.22)

Analysis last updated: Thursday, September 18, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5101	4.78
$α$	0.1223	8.28
$β$	0.8097	34.97
$γ_{1}$	0.0801	0.36
$γ_{2}$	0.1884	0.57
$γ_{3}$	-0.2715	-1.18
$γ_{4}$	-0.3307	-1.45
$γ_{5}$	0.6366	2.49
$γ_{6}$	-0.7803	-2.67
$γ_{7}$	1.3432	4.99
$γ_{8}$	-1.5936	-6.20
$γ_{9}$	0.9072	2.32
$γ_{10}$	0.0935	0.16

Estimation Period:
Jan 22, 1999 to Sep 12, 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