Nagaileben 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 Tuesday, June 2nd, 2026
1 Day
125.18
increased by 8.08
1 Week
118.42
increased by 1.32
1 Month
117.00
decreased by 0.10
Analysis last updated: Tuesday, June 2, 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 | |
|---|---|---|
| 0.5047 | 3.63 | |
| 0.0454 | 17.05 | |
| 0.9364 | 508.90 | |
| 0.0364 | 7.15 |
Estimation Period:
Jun 16, 1995 to May 29, 2026
Jun 16, 1995 to May 29, 2026
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