Arihant Foundation & Hsg 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 1st, 2026
1 Day
5,783.27
decreased by 158.10
1 Week
5,482.41
decreased by 458.96
1 Month
4,037.33
decreased by 1,904.04
Analysis last updated: Saturday, May 30, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.67 | |
| 0.0226 | 4.45 | |
| 0.9712 | 355.08 | |
| 0.0125 | 2.05 |
Estimation Period:
Oct 16, 2007 to May 29, 2026
Oct 16, 2007 to May 29, 2026
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