Kawase Computer Supplies Co Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, May 7th, 2026
1 Day
5,656.39
increased by 236.67
1 Week
5,538.05
increased by 118.33
1 Month
5,559.46
increased by 139.74
Analysis last updated: Saturday, May 2, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.52 | |
| 0.0793 | 20.68 | |
| 0.8867 | 424.66 | |
| 0.0680 | 8.52 |
Estimation Period:
Mar 23, 2001 to May 1, 2026
Mar 23, 2001 to May 1, 2026
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