V-Lab: Hindustan Composites Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Hindustan Composites Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 10th, 2025:6,566.40 (-930.11)

Analysis last updated: Thursday, July 10, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3212	3,211,750.00
$α$	0.1654	1,653,630.00
$β$	0.8346	8,346,370.00
$γ_{1}$	-1.5814	-15,814,040.00
$γ_{2}$	2.8208	28,207,550.00
$γ_{3}$	2.3337	23,336,710.00
$γ_{4}$	-8.7042	-87,041,880.00
$γ_{5}$	8.2379	82,379,390.00
$γ_{6}$	-4.8246	-48,245,920.00
$γ_{7}$	2.9009	29,008,680.00

Estimation Period:
Jun 26, 1997 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hindustan Composites Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM