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V-Lab

Ashnisha Industries Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

23,719.03

increased by 20,301.11

1 Week

7,824.18

increased by 4,406.26

1 Month

7,136.01

increased by 3,718.09

Analysis last updated: Sunday, July 19, 2026 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ashnisha Industries Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 31, 2018 to Jul 17, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 25 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.2638
0.81
α

ARCH

Response to squared shocks

0.7261
4.31***
β

GARCH

Volatility persistence

0.2465
2.25**
γi Spline Coefficients
K=10
γ1-2.7299
-0.58
γ2-7.1189
-1.10
γ318.9827
5.02***
γ4-17.8821
-4.41***
γ513.5966
3.76***
γ6-4.8876
-1.71*
γ76.9106
1.94*
γ8-12.6333
-3.57***
γ97.2989
2.42**
γ10-4.8984
-0.94

Persistence:

0.973

Half-life:

25 days