The Dharamsi Morarji Chem Co ILLIQ-MFMEM 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
9,156.29
decreased by 991.45
1 Week
10,090.27
decreased by 57.47
1 Month
10,144.74
decreased by 3.00
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 | |
|---|---|---|
| 126 | ||
| 0.2085 | 0.21 | |
| 0.8958 | 131.86 | |
| -0.2085 | -0.12 | |
| 0.0000 | 0.25 | |
| 0.0000 | 0.01 | |
| 0.9664 | 30.23 |
Estimation Period:
Jun 27, 1997 to Apr 13, 2026
Jun 27, 1997 to Apr 13, 2026
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