V-Lab: Atam Valves Limited Spline ILLIQ Liquidity Analysis

V-Lab

Atam Valves Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:4,002.60 (-26.94)

Analysis last updated: Saturday, October 4, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1122	1.29
$α$	0.1591	0.01
$β$	0.8409	0.04
$γ_{1}$	-0.5178	-0.00

Estimation Period:
Oct 6, 2020 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Atam Valves Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM