V-Lab
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
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Oct 12, 2017 to Aug 21, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0407 | 2.94*** |
Persistence:
0.994
Half-life:
112 days
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