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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Euro India Fresh Foods Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 12, 2017 to Jul 3, 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 10 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=10
γ1-0.0775
-0.05
γ20.5822
0.19
γ3-0.5926
-0.25
γ41.6696
0.93
γ5-6.0399
-2.69***
γ65.3647
1.87*
γ73.1264
0.91
γ8-8.7480
-1.74*
γ98.0212
1.48
γ10-5.0217
-1.15

Persistence:

0.931

Half-life:

10 days