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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gujarat Apollo Ind Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 15, 2007 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0200
-3.57***

Persistence:

0.999

Half-life:

882 days