Auri Grow India 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 9th, 2026
1 Day
5,507.54
decreased by 608.34
1 Week
5,546.65
decreased by 569.23
1 Month
8,165.62
increased by 2,049.74
Analysis last updated: Tuesday, June 9, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.1003 | 10.82 | |
| 0.8518 | 218.18 | |
| 0.0958 | 3.26 |
Estimation Period:
May 11, 2018 to Jun 5, 2026
May 11, 2018 to Jun 5, 2026
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