V-Lab: Groarc Industries India Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Groarc Industries India Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:8,280,435.00 (-3,986,855.00)

Analysis last updated: Saturday, October 4, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9841	0.00
$α$	0.3564	0.00
$β$	0.6436	0.00
$γ_{1}$	-17.4284	-0.01
$γ_{2}$	74.6679	0.00
$γ_{3}$	-124.2998	-0.01
$γ_{4}$	116.9815	0.00
$γ_{5}$	-87.2477	-0.00
$γ_{6}$	54.9514	0.00
$γ_{7}$	-21.6226	-0.00
$γ_{8}$	5.0754	0.00
$γ_{9}$	2.3633	0.00
$γ_{10}$	-8.8863	-0.01

Estimation Period:
Oct 20, 2004 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Groarc Industries India Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM