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V-Lab

Hcl Technologies Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

4.35

increased by 0.02

1 Week

4.50

increased by 0.17

1 Month

3.96

decreased by 0.37

Analysis last updated: Wednesday, July 15, 2026 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hcl Technologies Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 30, 2000 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 2357 trading days (~9.4 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

1.3246
1.62
α

ARCH

Response to squared shocks

0.2013
4.22***
β

GARCH

Volatility persistence

0.7984
17.10***
γi Spline Coefficients
K=9
γ1-4.0185
-1.25
γ27.9269
1.26
γ3-5.1538
-1.19
γ4-2.6260
-0.83
γ58.9635
1.42
γ6-6.2137
-1.41
γ71.6425
1.05
γ8-1.5803
-0.95
γ91.1886
1.25

Persistence:

1.000

Half-life:

2357 days