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Maheshwari Logistics Ltd Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Friday, August 28th, 2026

1 Day

16,074.34

increased by 510.00

1 Week

10,323.50

decreased by 5,240.84

1 Month

5,567.19

decreased by 9,997.15

Analysis last updated: Friday, August 28, 2026 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Maheshwari Logistics Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Oct 12, 2017 to Aug 21, 2026

Model Insight

With persistence 0.994, illiquidity shocks have a half-life of 112 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.4244
2.41**
α

ARCH

Response to squared shocks

0.3328
14.56***
β

GARCH

Volatility persistence

0.6610
27.85***
γi Spline Coefficients
K=1
γ10.0407
2.94***

Persistence:

0.994

Half-life:

112 days