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

V-Lab

Harima-Kyowa Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:3,600.95 (669.91)

Analysis last updated: Saturday, June 21, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4864	4.81
$α$	0.1221	8.16
$β$	0.8072	34.38
$γ_{1}$	0.0820	0.36
$γ_{2}$	0.1842	0.54
$γ_{3}$	-0.2439	-1.01
$γ_{4}$	-0.3861	-1.58
$γ_{5}$	0.6967	2.55
$γ_{6}$	-0.8547	-2.85
$γ_{7}$	1.3938	5.37
$γ_{8}$	-1.4835	-5.66
$γ_{9}$	0.5781	1.60
$γ_{10}$	0.5018	1.19

Estimation Period:
Jan 22, 1999 to Jun 13, 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