Central Industries 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 23rd, 2026
1 Day
21,691.06
increased by 37.58
1 Week
20,775.64
decreased by 877.84
1 Month
15,744.13
decreased by 5,909.35
Analysis last updated: Tuesday, June 23, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.79 | |
| 0.0360 | 10.54 | |
| 0.9583 | 744.00 | |
| 0.0115 | 1.61 |
Estimation Period:
Dec 11, 2003 to Jun 19, 2026
Dec 11, 2003 to Jun 19, 2026
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