Euro India Fresh Foods Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 8th, 2026
1 Day
14,293.91
increased by 10,033.30
1 Week
6,874.25
increased by 2,613.64
1 Month
4,144.91
decreased by 115.70
Analysis last updated: Wednesday, July 8, 2026 at 09:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 12, 2017 to Jul 3, 2026Model 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 10 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8361 | 4.38*** |
α ARCH Response to squared shocks | 0.4038 | 6.41*** |
β GARCH Volatility persistence | 0.5270 | 10.32*** |
Spline Coefficients
K=10
| γ1 | -0.0775 | -0.05 |
| γ2 | 0.5822 | 0.19 |
| γ3 | -0.5926 | -0.25 |
| γ4 | 1.6696 | 0.93 |
| γ5 | -6.0399 | -2.69*** |
| γ6 | 5.3647 | 1.87* |
| γ7 | 3.1264 | 0.91 |
| γ8 | -8.7480 | -1.74* |
| γ9 | 8.0212 | 1.48 |
| γ10 | -5.0217 | -1.15 |
Persistence:
0.931
Half-life:
10 days
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