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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 13, 2022 to Jul 3, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0964 | -0.07 |
Persistence:
1.000
Half-life:
1666 days
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