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

V-Lab

Harima-Kyowa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:3,122.35 (-209.35)

Analysis last updated: Sunday, June 29, 2025 at 07:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4879	4.81
$α$	0.1219	8.17
$β$	0.8080	34.61
$γ_{1}$	0.0815	0.36
$γ_{2}$	0.1847	0.54
$γ_{3}$	-0.2470	-1.03
$γ_{4}$	-0.3800	-1.57
$γ_{5}$	0.6913	2.55
$γ_{6}$	-0.8488	-2.84
$γ_{7}$	1.3929	5.33
$γ_{8}$	-1.5069	-5.73
$γ_{9}$	0.6324	1.71
$γ_{10}$	0.4241	0.96

Estimation Period:
Jan 22, 1999 to Jun 27, 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