WS Industries (India) Spline 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
6,368.39
decreased by 619.05
1 Week
6,316.11
decreased by 671.33
1 Month
5,720.32
decreased by 1,267.12
Analysis last updated: Friday, May 1, 2026 at 10:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7281 | 0.49 | |
| 0.1315 | 0.11 | |
| 0.8685 | 0.76 | |
| -5.4345 | -0.06 | |
| 16.8886 | 0.07 | |
| -20.7860 | -0.09 | |
| 15.8985 | 0.11 | |
| -9.1937 | -0.08 | |
| 1.6776 | 0.03 | |
| -1.9746 | -0.20 | |
| 8.0748 | 0.35 |
Estimation Period:
Oct 16, 2007 to Apr 30, 2026
Oct 16, 2007 to Apr 30, 2026
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