Mallcom (India) 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, May 21st, 2026
1 Day
12,342.21
increased by 5,631.07
1 Week
7,534.73
increased by 823.59
1 Month
4,001.69
decreased by 2,709.45
Analysis last updated: Thursday, May 21, 2026 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.07 | |
| 0.3147 | 1.28 | |
| 0.7420 | 7.71 | |
| -0.1135 | -0.89 |
Estimation Period:
Oct 22, 2015 to May 15, 2026
Oct 22, 2015 to May 15, 2026
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