Gujarat Apollo Ind Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
9,495.12
increased by 6,077.79
1 Week
4,764.49
increased by 1,347.16
1 Month
4,355.70
increased by 938.37
Analysis last updated: Wednesday, July 15, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 15, 2007 to Jul 10, 2026Model Insight
With persistence 0.999, illiquidity shocks have a half-life of 882 trading days (~3.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3088 | 3.79*** |
α ARCH Response to squared shocks | 0.1922 | 11.84*** |
β GARCH Volatility persistence | 0.8070 | 49.46*** |
Spline Coefficients
K=1
| γ1 | -0.0200 | -3.57*** |
Persistence:
0.999
Half-life:
882 days
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