Gujarat Cotex 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, June 1st, 2026
1 Day
389,750.30
decreased by 16,724.40
1 Week
391,826.45
decreased by 14,648.25
1 Month
164,812.72
decreased by 241,661.98
Analysis last updated: Saturday, May 30, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0251 | 3.78 | |
| 0.9284 | 329.57 | |
| 0.0931 | 2.31 |
Estimation Period:
Nov 19, 2013 to May 29, 2026
Nov 19, 2013 to May 29, 2026
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