Reliance Insurance PLC 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 Sunday, April 5th, 2026
1 Day
5,725.36
increased by 3,110.80
1 Week
3,512.26
increased by 897.70
1 Month
3,883.78
increased by 1,269.22
Analysis last updated: Friday, April 3, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.31 | |
| 0.0322 | 3.82 | |
| 0.9165 | 260.80 | |
| 0.1027 | 5.13 |
Estimation Period:
Oct 3, 2008 to Apr 2, 2026
Oct 3, 2008 to Apr 2, 2026
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