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V-Lab

Desco Infratech Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

6,127.79

increased by 565.55

1 Week

6,033.54

increased by 471.30

1 Month

4,818.04

decreased by 744.20

Analysis last updated: Wednesday, July 15, 2026 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Desco Infratech Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 1, 2025 to Jul 10, 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 18 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9880
5.69***
α

ARCH

Response to squared shocks

0.2449
4.84***
β

GARCH

Volatility persistence

0.7176
11.07***
γi Spline Coefficients
K=1
γ1-1.9972
-1.71*

Persistence:

0.962

Half-life:

18 days