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, May 13th, 2026
1 Day
4,656.20
increased by 1,130.90
1 Week
3,745.27
increased by 219.97
1 Month
7,544.11
increased by 4,018.81
Analysis last updated: Wednesday, May 13, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.1157 | 19.86 | |
| 0.8384 | 229.07 | |
| 0.0918 | 8.25 |
Estimation Period:
Dec 13, 2021 to May 8, 2026
Dec 13, 2021 to May 8, 2026
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