Trf 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 Monday, June 1st, 2026
1 Day
6,818.22
increased by 670.05
1 Week
6,038.02
decreased by 110.15
1 Month
4,305.62
decreased by 1,842.55
Analysis last updated: Saturday, May 30, 2026 at 11:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.48 | |
| 0.1124 | 16.35 | |
| 0.8556 | 284.73 | |
| 0.0639 | 6.31 |
Estimation Period:
Jun 26, 1997 to May 29, 2026
Jun 26, 1997 to May 29, 2026
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