Saurashtra Cement 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 Monday, June 15th, 2026
1 Day
6,226.98
increased by 1,912.84
1 Week
4,483.61
increased by 169.47
1 Month
3,697.79
decreased by 616.35
Analysis last updated: Saturday, June 13, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.83 | |
| 0.0990 | 6.55 | |
| 0.8764 | 135.62 | |
| 0.0493 | 1.87 |
Estimation Period:
Jun 26, 1997 to Jun 12, 2026
Jun 26, 1997 to Jun 12, 2026
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