Kohinoor Textile 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, April 13th, 2026
1 Day
7,702.35
decreased by 568.62
1 Week
8,727.18
increased by 456.21
1 Month
9,797.90
increased by 1,526.93
Analysis last updated: Sunday, April 12, 2026 at 12:57 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.30 | |
| 0.0623 | 2.95 | |
| 0.9217 | 62.67 | |
| 0.0321 | 0.71 |
Estimation Period:
Aug 25, 2004 to Apr 10, 2026
Aug 25, 2004 to Apr 10, 2026
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