Kotyark Industries 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 Thursday, June 25th, 2026
1 Day
4,627.54
increased by 3,460.27
1 Week
2,048.18
increased by 880.91
1 Month
1,832.72
increased by 665.45
Analysis last updated: Thursday, June 25, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.40 | |
| 0.1182 | 16.11 | |
| 0.8265 | 175.82 | |
| 0.1106 | 11.82 |
Estimation Period:
Nov 2, 2021 to Jun 19, 2026
Nov 2, 2021 to Jun 19, 2026
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