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V-Lab

Gtv Engineering Limited Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, July 27th, 2026

1 Day

5,131.42

decreased by 2,158.61

1 Week

5,565.14

decreased by 1,724.89

1 Month

4,795.48

decreased by 2,494.55

Analysis last updated: Sunday, July 26, 2026 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gtv Engineering Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Nov 27, 2015 to Jul 24, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 4 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6083
1.85*
α

ARCH

Response to squared shocks

0.2941
7.51***
β

GARCH

Volatility persistence

0.5348
8.43***
γi Spline Coefficients
K=10
γ10.7736
0.30
γ2-0.1083
-0.03
γ3-2.9237
-1.54
γ4-2.3573
-0.95
γ511.6852
4.21***
γ6-8.6304
-3.75***
γ72.9559
1.31
γ8-5.2560
-1.80*
γ97.8206
2.55**
γ10-6.8290
-2.51**

Persistence:

0.829

Half-life:

4 days