Vaishali Pharma 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, May 25th, 2026
1 Day
21,846.03
decreased by 3,706.27
1 Week
25,440.27
decreased by 112.03
1 Month
23,717.42
decreased by 1,834.88
Analysis last updated: Saturday, May 23, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.37 | |
| 0.1177 | 15.64 | |
| 0.8285 | 129.75 | |
| 0.1077 | 7.03 |
Estimation Period:
Oct 16, 2017 to May 22, 2026
Oct 16, 2017 to May 22, 2026
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