Palash Securities 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 Wednesday, May 6th, 2026
1 Day
68,639.42
increased by 5,089.31
1 Week
71,341.25
increased by 7,791.14
1 Month
78,563.29
increased by 15,013.18
Analysis last updated: Wednesday, May 6, 2026 at 07:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0835 | 4.72 | |
| 0.8125 | 42.99 | |
| 0.2081 | 1.47 |
Estimation Period:
Jul 28, 2017 to Apr 30, 2026
Jul 28, 2017 to Apr 30, 2026
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