M V K Agro Food Product 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
8,621.30
increased by 4,612.41
1 Week
4,373.25
increased by 364.36
1 Month
3,008.72
decreased by 1,000.17
Analysis last updated: Saturday, April 11, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.11 | |
| 0.1867 | 5.34 | |
| 0.8033 | 40.21 | |
| 0.0201 | 0.56 |
Estimation Period:
Mar 8, 2024 to Apr 10, 2026
Mar 8, 2024 to Apr 10, 2026
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