Gujarat Cotex Ltd 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 Monday, June 1st, 2026
1 Day
666,265.00
decreased by 39,483.50
1 Week
697,033.18
decreased by 8,715.32
1 Month
316,292.36
decreased by 389,456.14
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 | |
|---|---|---|
| 36 | ||
| 0.1574 | 0.08 | |
| 0.9172 | 94.37 | |
| -0.1490 | -0.08 | |
| 0.0000 | 0.08 | |
| 0.3173 | 0.09 | |
| 0.6827 | 2.45 |
Estimation Period:
Nov 19, 2013 to May 29, 2026
Nov 19, 2013 to May 29, 2026
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