Capital India Finance 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 Wednesday, April 29th, 2026
1 Day
3,931.83
decreased by 71.91
1 Week
4,059.10
increased by 55.36
1 Month
4,958.72
increased by 954.98
Analysis last updated: Wednesday, April 29, 2026 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3878 | 0.19 | |
| 0.0541 | 6.75 | |
| 0.9371 | 251.11 | |
| 0.0174 | 1.81 |
Estimation Period:
Mar 25, 2014 to Apr 24, 2026
Mar 25, 2014 to Apr 24, 2026
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