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 8th, 2026
1 Day
85.99
increased by 9.84
1 Week
79.64
increased by 3.49
1 Month
105.26
increased by 29.11
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 | |
|---|---|---|
| 0.6183 | 0.02 | |
| 0.1691 | 0.00 | |
| 0.8309 | 0.01 | |
| -0.6424 | -0.01 | |
| 0.7469 | 0.01 | |
| -0.0836 | 0.00 | |
| -0.1260 | -0.01 | |
| 0.2292 | 0.03 | |
| -0.2144 | -0.06 |
Estimation Period:
Jun 26, 1997 to Jun 5, 2026
Jun 26, 1997 to Jun 5, 2026
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