United Polyfab Gujarat 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
6,468.68
increased by 5,485.50
1 Week
2,456.26
increased by 1,473.08
1 Month
3,362.14
increased by 2,378.96
Analysis last updated: Wednesday, May 13, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.9442 | 0.34 | |
| 0.3862 | 0.88 | |
| -0.6608 | -0.24 |
Estimation Period:
Oct 16, 2017 to May 8, 2026
Oct 16, 2017 to May 8, 2026
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