Essar Shipping 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 Monday, April 20th, 2026
1 Day
2,817.38
decreased by 339.81
1 Week
3,436.18
increased by 278.99
1 Month
5,334.62
increased by 2,177.43
Analysis last updated: Saturday, April 18, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.65 | |
| 0.1007 | 21.00 | |
| 0.8452 | 311.77 | |
| 0.1083 | 16.93 |
Estimation Period:
Nov 15, 2011 to Apr 17, 2026
Nov 15, 2011 to Apr 17, 2026
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