Sejal Glass 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 Wednesday, June 10th, 2026
1 Day
5,539.74
decreased by 196.12
1 Week
5,171.14
decreased by 564.72
1 Month
5,181.66
decreased by 554.20
Analysis last updated: Wednesday, June 10, 2026 at 07:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.11 | |
| 0.1158 | 20.05 | |
| 0.8388 | 231.84 | |
| 0.0909 | 8.26 |
Estimation Period:
Dec 13, 2021 to Jun 5, 2026
Dec 13, 2021 to Jun 5, 2026
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