Central Industries Ltd Spline 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, June 17th, 2026
1 Day
17,782.46
decreased by 1,631.60
1 Week
20,274.69
increased by 860.63
1 Month
17,370.45
decreased by 2,043.61
Analysis last updated: Wednesday, June 17, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9727 | 0.01 | |
| 0.1063 | 0.00 | |
| 0.8937 | 0.01 | |
| 1.1828 | 0.00 | |
| -2.2884 | 0.00 | |
| -0.1112 | 0.00 | |
| 3.3180 | 0.01 | |
| -4.2530 | -0.02 | |
| 4.1498 | 0.03 | |
| -3.1122 | -0.24 | |
| 0.8651 | 0.00 |
Estimation Period:
Dec 11, 2003 to Jun 12, 2026
Dec 11, 2003 to Jun 12, 2026
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