Saint-Gobain Sekurit India 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 Tuesday, April 7th, 2026
1 Day
8,447.79
increased by 4,313.39
1 Week
5,743.83
increased by 1,609.43
1 Month
4,186.85
increased by 52.45
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 | |
|---|---|---|
| 0.7441 | 0.02 | |
| 0.2888 | 0.00 | |
| 0.7112 | 0.00 | |
| -5.7204 | -0.01 | |
| 8.4882 | 0.01 | |
| -4.2754 | -0.01 | |
| 2.0906 | 0.01 | |
| -0.4797 | 0.00 | |
| -0.4218 | 0.00 | |
| 0.4098 | 0.00 | |
| 0.0252 | 0.00 | |
| -0.0252 | 0.00 |
Estimation Period:
Oct 16, 2007 to Apr 2, 2026
Oct 16, 2007 to Apr 2, 2026
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