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Asian Hotels (North) Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

2,387.61

decreased by 324.98

1 Week

2,704.14

decreased by 8.45

1 Month

4,140.00

increased by 1,427.41

Analysis last updated: Tuesday, July 21, 2026 at 06:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asian Hotels (North) Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 26, 1997 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 1883 trading days (~7.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2813
3.66***
α

ARCH

Response to squared shocks

0.1915
9.65***
β

GARCH

Volatility persistence

0.8082
41.15***
γi Spline Coefficients
K=10
γ10.6074
1.09
γ2-2.0192
-2.53**
γ32.5436
4.02***
γ4-3.5405
-2.83***
γ55.5675
2.20**
γ6-3.7649
-1.50
γ71.0554
0.53
γ8-2.5956
-2.44**
γ94.3463
3.88***
γ10-3.8676
-3.70***

Persistence:

1.000

Half-life:

1883 days