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 29th, 2026
1 Day
106.56
increased by 2.55
1 Week
109.51
increased by 5.50
1 Month
121.18
increased by 17.17
Analysis last updated: Friday, June 26, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5561 | 3.36 | |
| 0.0698 | 11.96 | |
| 0.8945 | 325.15 | |
| 0.0714 | 12.24 |
Estimation Period:
Jun 26, 1997 to Jun 25, 2026
Jun 26, 1997 to Jun 25, 2026
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