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 2nd, 2025:3,985.27 (-213.28)

Analysis last updated: Sunday, June 1, 2025 at 01:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4801	4.82
$α$	0.1218	8.14
$β$	0.8071	34.31
$γ_{1}$	0.0817	0.35
$γ_{2}$	0.1845	0.54
$γ_{3}$	-0.2412	-0.99
$γ_{4}$	-0.3914	-1.59
$γ_{5}$	0.7004	2.54
$γ_{6}$	-0.8581	-2.86
$γ_{7}$	1.3911	5.39
$γ_{8}$	-1.4551	-5.56
$γ_{9}$	0.5159	1.46
$γ_{10}$	0.6062	1.49

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM