Foce India Limited 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 Friday, May 29th, 2026
1 Day
6,758.95
increased by 2,205.81
1 Week
4,962.79
increased by 409.65
1 Month
4,126.16
decreased by 426.98
Analysis last updated: Thursday, May 28, 2026 at 10:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.03 | |
| 0.1583 | 7.30 | |
| 0.8237 | 48.50 | |
| 0.0360 | 1.18 |
Estimation Period:
Dec 28, 2021 to May 27, 2026
Dec 28, 2021 to May 27, 2026
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