Jsw Pacific Corp 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, April 13th, 2026
1 Day
3,258.79
decreased by 372.85
1 Week
3,727.08
increased by 95.44
1 Month
5,028.10
increased by 1,396.46
Analysis last updated: Sunday, April 12, 2026 at 02:56 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.17 | |
| 0.1172 | 2.91 | |
| 0.8004 | 39.97 | |
| 0.1648 | 4.28 |
Estimation Period:
Nov 29, 2011 to Apr 10, 2026
Nov 29, 2011 to Apr 10, 2026
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