Kesar 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 Monday, March 30th, 2026
1 Day
10,327.26
increased by 7,429.23
1 Week
4,764.77
increased by 1,866.74
1 Month
1,960.81
decreased by 937.22
Analysis last updated: Saturday, March 28, 2026 at 11:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.1209 | 16.63 | |
| 0.8699 | 135.11 | |
| 0.0184 | 1.63 |
Estimation Period:
Jul 12, 2022 to Mar 27, 2026
Jul 12, 2022 to Mar 27, 2026
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