R K Swamy 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 2nd, 2026
1 Day
8,551.43
increased by 4,579.17
1 Week
5,564.33
increased by 1,592.07
1 Month
3,710.45
decreased by 261.81
Analysis last updated: Thursday, April 2, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.69 | |
| 0.1151 | 11.32 | |
| 0.8594 | 134.75 | |
| 0.0510 | 3.52 |
Estimation Period:
Mar 12, 2024 to Mar 30, 2026
Mar 12, 2024 to Mar 30, 2026
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