3M India Ltd 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 Monday, June 8th, 2026
1 Day
105.28
increased by 8.68
1 Week
98.95
increased by 2.35
1 Month
117.15
increased by 20.55
Analysis last updated: Saturday, June 6, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5567 | 3.36 | |
| 0.0701 | 11.97 | |
| 0.8945 | 325.03 | |
| 0.0709 | 12.11 |
Estimation Period:
Jun 26, 1997 to Jun 5, 2026
Jun 26, 1997 to Jun 5, 2026
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