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 Monday, April 13th, 2026
1 Day
5,957.45
increased by 585.72
1 Week
6,123.61
increased by 751.88
1 Month
4,999.90
decreased by 371.83
Analysis last updated: Saturday, April 11, 2026 at 09:26 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 | |
| 0.3155 | 1.28 | |
| 0.7418 | 7.67 | |
| -0.1145 | -0.89 |
Estimation Period:
Oct 22, 2015 to Apr 10, 2026
Oct 22, 2015 to Apr 10, 2026
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