Kohinoor Textile 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 Monday, April 13th, 2026
1 Day
4,465.91
decreased by 682.17
1 Week
5,882.15
increased by 734.07
1 Month
7,317.62
increased by 2,169.54
Analysis last updated: Sunday, April 12, 2026 at 12:58 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5884 | 0.70 | |
| 0.1728 | 0.11 | |
| 0.8272 | 0.53 | |
| -4.4717 | -0.05 | |
| 15.2289 | 0.07 | |
| -19.0983 | -0.10 | |
| 8.2116 | 0.09 | |
| 1.4958 | 0.09 | |
| 3.6388 | 0.06 | |
| -11.1317 | -0.11 | |
| 9.2696 | 0.14 | |
| -4.1379 | -0.16 | |
| -0.9301 | -0.08 |
Estimation Period:
Aug 25, 2004 to Apr 10, 2026
Aug 25, 2004 to Apr 10, 2026
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