Jaic Co 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, April 20th, 2026
1 Day
6,064.70
increased by 2,496.46
1 Week
3,786.93
increased by 218.69
1 Month
3,425.18
decreased by 143.06
Analysis last updated: Saturday, April 18, 2026 at 10:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.22 | |
| 0.1160 | 18.13 | |
| 0.8660 | 234.74 | |
| 0.0360 | 3.70 |
Estimation Period:
Oct 29, 2019 to Apr 17, 2026
Oct 29, 2019 to Apr 17, 2026
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