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V-Lab

Hindusthan Vidyut Products Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 7th, 2026

1 Day

10,396.47

increased by 3,636.63

1 Week

10,396.47

increased by 3,636.63

1 Month

5,859.66

decreased by 900.18

Analysis last updated: Tuesday, July 7, 2026 at 06:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hindusthan Vidyut Products ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 28, 2016 to May 8, 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 14 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.8742
3.02***
α

ARCH

Response to squared shocks

0.2204
5.61***
β

GARCH

Volatility persistence

0.7303
16.55***
γi Spline Coefficients
K=7
γ11.7815
2.51**
γ2-3.3611
-3.11***
γ30.9452
1.18
γ42.7591
3.76***
γ5-3.4016
-4.98***
γ62.1417
2.42**
γ7-3.4750
-3.09***

Persistence:

0.951

Half-life:

14 days