Arihant Foundation & Hsg Ltd 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, June 1st, 2026
1 Day
14,188.44
decreased by 3,328.77
1 Week
13,201.51
decreased by 4,315.70
1 Month
9,040.16
decreased by 8,477.05
Analysis last updated: Saturday, May 30, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3999 | 0.00 | |
| 0.2059 | 0.00 | |
| 0.7941 | 0.00 | |
| -0.8572 | 0.00 | |
| 2.3651 | 0.00 | |
| -3.1713 | 0.00 | |
| 1.7326 | 0.01 | |
| 0.3066 | 0.00 | |
| -0.8052 | 0.00 | |
| -0.4148 | 0.00 | |
| 2.6675 | 0.01 | |
| -3.2891 | -0.03 | |
| 3.0850 | 0.01 |
Estimation Period:
Oct 16, 2007 to May 29, 2026
Oct 16, 2007 to May 29, 2026
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