Saint-Gobain Sekurit India 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 Tuesday, April 7th, 2026
1 Day
4,386.55
increased by 910.15
1 Week
3,985.34
increased by 508.94
1 Month
4,350.68
increased by 874.28
Analysis last updated: Tuesday, April 7, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.27 | |
| 0.0863 | 10.55 | |
| 0.7965 | 54.72 | |
| 0.2344 | 2.79 |
Estimation Period:
Oct 16, 2007 to Apr 2, 2026
Oct 16, 2007 to Apr 2, 2026
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