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V-Lab

Kandarp Digi Smart BPO Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

111,339.20

decreased by 21,880.80

1 Week

94,011.72

decreased by 39,208.28

1 Month

47,803.41

decreased by 85,416.59

Analysis last updated: Wednesday, July 15, 2026 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Kandarp Digi Smart BPO Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 28, 2022 to Jul 3, 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 8 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7251
5.48***
α

ARCH

Response to squared shocks

0.2016
4.88***
β

GARCH

Volatility persistence

0.7120
11.82***
γi Spline Coefficients
K=2
γ1-1.3128
-3.69***
γ23.1534
4.19***

Persistence:

0.914

Half-life:

8 days