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Asian Hotels (North) Ltd Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, July 27th, 2026

1 Day

2,033.44

decreased by 359.61

1 Week

2,361.82

decreased by 31.23

1 Month

3,471.78

increased by 1,078.73

Analysis last updated: Sunday, July 26, 2026 at 01:49 AM 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 illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jun 26, 1997 to Jul 24, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 1353 trading days (~5.4 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

1.4079
3.71***
α

ARCH

Response to squared shocks

0.1917
9.62***
β

GARCH

Volatility persistence

0.8078
41.19***
γi Spline Coefficients
K=10
γ10.6834
1.41
γ2-2.1106
-2.92***
γ32.5713
4.11***
γ4-3.5667
-2.87***
γ55.5910
2.22**
γ6-3.7746
-1.50
γ71.0540
0.53
γ8-2.5958
-2.44**
γ94.3521
3.89***
γ10-3.8839
-3.73***

Persistence:

0.999

Half-life:

1353 days