Quest Laboratories 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, June 10th, 2026
1 Day
4,955.88
decreased by 36.64
1 Week
5,809.24
increased by 816.72
1 Month
5,896.00
increased by 903.48
Analysis last updated: Wednesday, June 10, 2026 at 07:07 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 | |
| 0.0938 | 9.03 | |
| 0.8672 | 134.13 | |
| 0.0780 | 3.48 |
Estimation Period:
May 23, 2024 to Jun 5, 2026
May 23, 2024 to Jun 5, 2026
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