Jindal Poly Films 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, March 30th, 2026
1 Day
7,417.78
increased by 5,909.17
1 Week
3,029.97
increased by 1,521.36
1 Month
759.80
decreased by 748.81
Analysis last updated: Sunday, March 29, 2026 at 01:02 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3521 | 3.97 | |
| 0.1143 | 21.61 | |
| 0.8303 | 117.42 | |
| 0.1108 | 5.26 |
Estimation Period:
Jul 4, 2006 to Mar 27, 2026
Jul 4, 2006 to Mar 27, 2026
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