Mini Diamonds (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, June 4th, 2026
1 Day
9,866.37
increased by 4,715.05
1 Week
6,121.35
increased by 970.03
1 Month
8,378.09
increased by 3,226.77
Analysis last updated: Thursday, June 4, 2026 at 06:58 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 | |
| 0.0724 | 6.73 | |
| 0.8920 | 112.03 | |
| 0.0713 | 3.00 |
Estimation Period:
Jun 13, 2013 to May 29, 2026
Jun 13, 2013 to May 29, 2026
Other Mini Diamonds (India) Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities