Kandarp Digi Smart BPO Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 22nd, 2026
1 Day
162,622.60
decreased by 12,643.60
1 Week
168,191.56
decreased by 7,074.64
1 Month
88,599.75
decreased by 86,666.45
Analysis last updated: Wednesday, July 22, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 28, 2022 to Jul 17, 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 8 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7334 | 5.38*** |
α ARCH Response to squared shocks | 0.2086 | 5.06*** |
β GARCH Volatility persistence | 0.7101 | 12.26*** |
Spline Coefficients
K=2
| γ1 | -1.3437 | -3.85*** |
| γ2 | 3.3471 | 4.70*** |
Persistence:
0.919
Half-life:
8 days
Other Kandarp Digi Smart BPO Ltd Analyses
Other Spline ILLIQ Analyses on International Equities