V-Lab: The Dharamsi Morarji Chem Co Spline ILLIQ Liquidity Analysis

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The Dharamsi Morarji Chem Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 12th, 2025:8,314.39 (3,343.13)

Analysis last updated: Friday, December 12, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8799	4.98
$α$	0.2236	7.11
$β$	0.7756	24.65
$γ_{1}$	-0.0263	-0.06
$γ_{2}$	-0.2295	-0.35
$γ_{3}$	-3.0767	-2.30
$γ_{4}$	10.1986	3.49
$γ_{5}$	-10.2822	-3.66
$γ_{6}$	2.6125	2.18
$γ_{7}$	1.9603	3.14
$γ_{8}$	-2.7190	-1.93
$γ_{9}$	3.6851	1.37
$γ_{10}$	-3.7110	-1.34

Estimation Period:
Jun 27, 1997 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other The Dharamsi Morarji Chem Co Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM