R&B Denims 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, April 16th, 2026
1 Day
25,163.43
decreased by 2,642.35
1 Week
28,791.81
increased by 986.03
1 Month
45,018.02
increased by 17,212.24
Analysis last updated: Thursday, April 16, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.06 | |
| 0.0884 | 5.25 | |
| 0.8991 | 298.90 | |
| 0.0251 | 0.53 |
Estimation Period:
Apr 22, 2014 to Apr 13, 2026
Apr 22, 2014 to Apr 13, 2026
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