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GHV Infra Projects Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 10th, 2026

1 Day

16,098.02

increased by 9,988.12

1 Week

8,416.79

increased by 2,306.89

1 Month

4,253.08

decreased by 1,856.82

Analysis last updated: Friday, July 10, 2026 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of GHV Infra Projects Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 13, 2022 to Jul 3, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 1666 trading days (~6.6 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

0.8111
3.98***
α

ARCH

Response to squared shocks

0.3613
4.77***
β

GARCH

Volatility persistence

0.6383
8.46***
γi Spline Coefficients
K=1
γ1-0.0964
-0.07

Persistence:

1.000

Half-life:

1666 days