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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 7, 2022 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.2884 | 2.30** |
Persistence:
0.937
Half-life:
11 days
Other Jfl Life Sciences Limited Analyses
Other Spline ILLIQ Analyses on International Equities