Viram Suvarn 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 Friday, May 29th, 2026
1 Day
8,770.48
increased by 2,432.74
1 Week
6,886.42
increased by 548.68
1 Month
3,071.67
decreased by 3,266.07
Analysis last updated: Thursday, May 28, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.1426 | 11.29 | |
| 0.8632 | 204.01 | |
| -0.0115 | -0.68 |
Estimation Period:
Jan 5, 2017 to May 27, 2026
Jan 5, 2017 to May 27, 2026
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