Mini Diamonds (India) Ltd 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 Thursday, June 4th, 2026
1 Day
10,554.35
increased by 6,991.98
1 Week
5,010.46
increased by 1,448.09
1 Month
2,863.45
decreased by 698.92
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 | |
|---|---|---|
| 3.0901 | 0.00 | |
| 0.2108 | 0.00 | |
| 0.7892 | 0.00 | |
| -9.7560 | 0.00 | |
| 15.0656 | 0.00 | |
| -16.6143 | 0.00 | |
| 17.1453 | 0.00 | |
| 3.6768 | 0.00 | |
| -24.5396 | 0.00 | |
| 25.5113 | 0.00 | |
| -18.3019 | 0.00 |
Estimation Period:
Jun 13, 2013 to May 29, 2026
Jun 13, 2013 to May 29, 2026
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