The Dharamsi Morarji Chem Co 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 Thursday, April 16th, 2026
1 Day
4,829.89
decreased by 332.52
1 Week
5,155.74
decreased by 6.67
1 Month
5,256.26
increased by 93.85
Analysis last updated: Thursday, April 16, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.41 | |
| 0.0641 | 3.13 | |
| 0.9307 | 236.63 | |
| 0.0105 | 0.30 |
Estimation Period:
Jun 27, 1997 to Apr 13, 2026
Jun 27, 1997 to Apr 13, 2026
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