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V-Lab

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

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 17, 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

1.7334
5.38***
α

ARCH

Response to squared shocks

0.2086
5.06***
β

GARCH

Volatility persistence

0.7101
12.26***
γi Spline Coefficients
K=2
γ1-1.3437
-3.85***
γ23.3471
4.70***

Persistence:

0.919

Half-life:

8 days