Kohinoor Weaving Mills Ltd Spline 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
7,794.12
increased by 3,202.19
1 Week
5,600.47
increased by 1,008.54
1 Month
10,619.56
increased by 6,027.63
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 | |
|---|---|---|
| 1.1304 | 0.02 | |
| 0.1226 | 0.00 | |
| 0.8774 | 0.02 | |
| 0.2151 | 0.00 | |
| -2.0106 | 0.00 | |
| 6.1163 | 0.01 | |
| -8.5756 | -0.01 | |
| 6.1737 | 0.01 | |
| -2.7700 | -0.01 | |
| -0.0146 | 0.00 | |
| 3.6088 | 0.00 | |
| -4.5513 | 0.00 |
Estimation Period:
May 22, 1995 to May 15, 2026
May 22, 1995 to May 15, 2026
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