WS Industries (India) 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 4th, 2026
1 Day
3,731.22
decreased by 77.20
1 Week
3,663.52
decreased by 144.90
1 Month
3,394.05
decreased by 414.37
Analysis last updated: Friday, May 1, 2026 at 10:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.54 | |
| 0.0492 | 1.29 | |
| 0.9602 | 143.78 | |
| -0.0187 | -0.43 |
Estimation Period:
Oct 16, 2007 to Apr 30, 2026
Oct 16, 2007 to Apr 30, 2026
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