Sheetal Cool Products 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 Tuesday, May 19th, 2026
1 Day
4,665.62
decreased by 632.42
1 Week
5,350.79
increased by 52.75
1 Month
6,778.25
increased by 1,480.21
Analysis last updated: Tuesday, May 19, 2026 at 08:28 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 | |
| 0.0834 | 16.21 | |
| 0.8647 | 247.13 | |
| 0.1037 | 11.38 |
Estimation Period:
Oct 30, 2017 to May 15, 2026
Oct 30, 2017 to May 15, 2026
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