Saurashtra Cement ILLIQ-MFMEM 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
15,602.27
increased by 7,977.25
1 Week
8,912.85
increased by 1,287.83
1 Month
7,018.81
decreased by 606.21
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 | |
|---|---|---|
| 26 | ||
| 0.3893 | 3.22 | |
| 0.7886 | 96.75 | |
| -0.3557 | -1.52 | |
| 1.6069 | 0.02 | |
| 0.0012 | 1.76 | |
| 0.9983 | 3,442.31 |
Estimation Period:
Jun 26, 1997 to Jun 12, 2026
Jun 26, 1997 to Jun 12, 2026
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