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 Monday, June 22nd, 2026
1 Day
113.75
decreased by 2.31
1 Week
118.35
increased by 2.29
1 Month
123.15
increased by 7.09
Analysis last updated: Sunday, June 21, 2026 at 03:35 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5010 | 3.60 | |
| 0.0454 | 17.06 | |
| 0.9364 | 509.75 | |
| 0.0365 | 7.18 |
Estimation Period:
Jun 16, 1995 to Jun 19, 2026
Jun 16, 1995 to Jun 19, 2026
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