Saurashtra Cement 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 Monday, June 15th, 2026
1 Day
8,778.95
increased by 3,980.26
1 Week
5,422.64
increased by 623.95
1 Month
4,435.70
decreased by 362.99
Analysis last updated: Saturday, June 13, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4566 | 0.00 | |
| 0.1948 | 0.00 | |
| 0.8052 | 0.00 | |
| -1.0406 | -0.01 | |
| -1.2024 | 0.00 | |
| 3.1417 | 0.00 | |
| 3.9009 | 0.00 | |
| -9.3827 | 0.00 | |
| 6.0103 | 0.00 | |
| -2.0222 | 0.00 | |
| 0.7091 | 0.00 | |
| 0.1924 | 0.00 |
Estimation Period:
Jun 26, 1997 to Jun 12, 2026
Jun 26, 1997 to Jun 12, 2026
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