Uravi Defence and Technology 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 20th, 2026
1 Day
25,491.46
increased by 2,903.39
1 Week
29,652.40
increased by 7,064.33
1 Month
20,020.50
decreased by 2,567.57
Analysis last updated: Wednesday, May 20, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.07 | |
| 0.3635 | 2.11 | |
| 0.7241 | 25.21 | |
| -0.1752 | -0.95 |
Estimation Period:
Mar 30, 2018 to May 15, 2026
Mar 30, 2018 to May 15, 2026
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