Gtv Engineering 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 Monday, May 25th, 2026
1 Day
6,342.93
increased by 503.58
1 Week
5,873.24
increased by 33.89
1 Month
6,556.50
increased by 717.15
Analysis last updated: Saturday, May 23, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.0540 | 17.55 | |
| 0.9424 | 437.73 | |
| 0.0072 | 1.06 |
Estimation Period:
Nov 27, 2015 to May 22, 2026
Nov 27, 2015 to May 22, 2026
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