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 Thursday, October 23rd, 2025:2,599.88 (-109.24)

Analysis last updated: Thursday, October 23, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5024	4.73
$α$	0.1206	8.31
$β$	0.8165	36.40
$γ_{1}$	0.0670	0.30
$γ_{2}$	0.2065	0.62
$γ_{3}$	-0.2859	-1.24
$γ_{4}$	-0.3101	-1.36
$γ_{5}$	0.6131	2.40
$γ_{6}$	-0.7545	-2.55
$γ_{7}$	1.3348	4.82
$γ_{8}$	-1.6585	-6.55
$γ_{9}$	1.0970	2.84
$γ_{10}$	-0.3144	-0.56

Estimation Period:
Jan 22, 1999 to Oct 17, 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