Skip to main content
V-Lab

Jfl Life Sciences Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

159,491.20

decreased by 5,658.20

1 Week

187,405.58

increased by 22,256.18

1 Month

193,844.15

increased by 28,694.75

Analysis last updated: Saturday, July 11, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Jfl Life Sciences Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 7, 2022 to Jul 10, 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 11 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6686
7.01***
α

ARCH

Response to squared shocks

0.1690
3.51***
β

GARCH

Volatility persistence

0.7684
11.15***
γi Spline Coefficients
K=1
γ10.2884
2.30**

Persistence:

0.937

Half-life:

11 days