Sampre Nutritions 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
8,173.80
increased by 275.83
1 Week
8,051.91
increased by 153.94
1 Month
8,021.02
increased by 123.05
Analysis last updated: Tuesday, May 19, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.08 | |
| 0.0534 | 11.18 | |
| 0.9393 | 502.29 | |
| 0.0147 | 1.47 |
Estimation Period:
Apr 24, 2012 to May 15, 2026
Apr 24, 2012 to May 15, 2026
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