3M India Ltd Spline 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
95.82
decreased by 0.09
1 Week
104.55
increased by 8.64
1 Month
114.20
increased by 18.29
Analysis last updated: Friday, June 26, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5951 | 0.03 | |
| 0.1670 | 0.00 | |
| 0.8330 | 0.02 | |
| -0.6350 | -0.02 | |
| 0.7387 | 0.02 | |
| -0.0824 | -0.01 | |
| -0.1286 | -0.02 | |
| 0.2364 | 0.04 | |
| -0.2335 | -0.12 |
Estimation Period:
Jun 26, 1997 to Jun 25, 2026
Jun 26, 1997 to Jun 25, 2026
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