R&B Denims 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, April 16th, 2026
1 Day
11,519.21
decreased by 3,495.65
1 Week
16,518.84
increased by 1,503.98
1 Month
36,669.47
increased by 21,654.61
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 | |
|---|---|---|
| 0.8751 | 0.02 | |
| 0.2721 | 0.00 | |
| 0.7279 | 0.00 | |
| -3.6573 | 0.00 | |
| 21.3041 | 0.00 | |
| -34.6010 | 0.00 | |
| 11.4480 | 0.00 | |
| 16.7239 | 0.01 | |
| -13.4369 | -0.01 | |
| 0.3080 | 0.00 | |
| 4.6252 | 0.00 | |
| -5.0360 | 0.00 | |
| 2.0067 | 0.00 |
Estimation Period:
Apr 22, 2014 to Apr 13, 2026
Apr 22, 2014 to Apr 13, 2026
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