Kohinoor Weaving Mills 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 Tuesday, May 19th, 2026
1 Day
13,339.15
increased by 1,604.01
1 Week
13,019.54
increased by 1,284.40
1 Month
22,786.33
increased by 11,051.19
Analysis last updated: Tuesday, May 19, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.26 | |
| 0.0720 | 22.41 | |
| 0.9225 | 446.07 | |
| 0.0111 | 1.73 |
Estimation Period:
May 22, 1995 to May 15, 2026
May 22, 1995 to May 15, 2026
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