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Disa India Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 22nd, 2026

1 Day

5,720.07

increased by 2,553.50

1 Week

3,713.10

increased by 546.53

1 Month

3,186.04

increased by 19.47

Analysis last updated: Wednesday, July 22, 2026 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Disa India Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 16, 2007 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 28 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8936
4.89***
α

ARCH

Response to squared shocks

0.0984
5.37***
β

GARCH

Volatility persistence

0.8770
32.39***
γi Spline Coefficients
K=9
γ11.2264
3.83***
γ2-2.1022
-3.70***
γ31.3991
2.99***
γ4-1.0135
-3.20***
γ50.9288
3.29***
γ6-1.0963
-3.35***
γ71.1274
3.82***
γ8-0.2792
-0.99
γ9-0.9467
-1.71*

Persistence:

0.975

Half-life:

28 days