Mayank Cattle Food Limited Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 13th, 2026
1 Day
6,845.87
increased by 0.13
1 Week
6,118.90
decreased by 726.84
1 Month
3,954.24
decreased by 2,891.50
Analysis last updated: Saturday, July 11, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Feb 5, 2024 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 45 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7059 | 3.66*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9847 | 20.30*** |
Spline Coefficients
K=9
| γ1 | 9.7006 | 0.15 |
| γ2 | -39.9192 | -0.48 |
| γ3 | 65.1549 | 1.81* |
| γ4 | -58.7870 | -2.21** |
| γ5 | 59.5790 | 2.65*** |
| γ6 | -67.0095 | -2.82*** |
| γ7 | 68.2173 | 2.54** |
| γ8 | -147.4153 | -5.37*** |
| γ9 | 231.6687 | 5.76*** |
Persistence:
0.985
Half-life:
45 days
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