Vaswani Industries 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 Thursday, June 18th, 2026
1 Day
5,629.10
decreased by 212.12
1 Week
5,741.90
decreased by 99.32
1 Month
5,820.04
decreased by 21.18
Analysis last updated: Thursday, June 18, 2026 at 07:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.0476 | 3.05 | |
| 0.9561 | 166.74 | |
| -0.0073 | -0.36 |
Estimation Period:
Jun 5, 2012 to Jun 12, 2026
Jun 5, 2012 to Jun 12, 2026
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