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Empower Industries India Ltd Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Friday, July 17th, 2026

1 Day

6,011.57

decreased by 890.77

1 Week

7,474.41

increased by 572.07

1 Month

11,508.52

increased by 4,606.18

Analysis last updated: Friday, July 17, 2026 at 07:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Empower Industries India Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 27, 2010 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 33007 trading days (~131.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7884
0.23
α

ARCH

Response to squared shocks

0.2344
0.01
β

GARCH

Volatility persistence

0.7656
0.03
γi Spline Coefficients
K=9
γ10.1712
0.00
γ23.9773
0.03
γ3-15.0983
-0.14
γ420.9161
0.14
γ5-10.6475
-0.07
γ6-5.7729
-0.06
γ710.6868
0.72
γ8-6.4296
-0.05
γ97.6817
0.01

Persistence:

1.000

Half-life:

33007 days