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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mayank Cattle Food Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 5, 2024 to Jul 10, 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 45 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=9
γ19.7006
0.15
γ2-39.9192
-0.48
γ365.1549
1.81*
γ4-58.7870
-2.21**
γ559.5790
2.65***
γ6-67.0095
-2.82***
γ768.2173
2.54**
γ8-147.4153
-5.37***
γ9231.6687
5.76***

Persistence:

0.985

Half-life:

45 days