Pvv Infra Ltd Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, May 14th, 2026
1 Day
3,612.60
increased by 1,000.79
1 Week
3,194.76
increased by 582.95
1 Month
5,680.33
increased by 3,068.52
Analysis last updated: Thursday, May 14, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7082 | 0.00 | |
| 0.3629 | 0.00 | |
| 0.6371 | 0.00 | |
| 3.3322 | 0.00 | |
| -6.4203 | 0.00 | |
| -3.5430 | 0.00 | |
| 21.5712 | 0.01 | |
| -24.8372 | -0.01 | |
| 9.3499 | 0.00 | |
| 4.2988 | 0.00 | |
| -6.6997 | 0.00 | |
| 4.8073 | 0.00 | |
| -3.2223 | -0.06 |
Estimation Period:
Oct 24, 2013 to May 8, 2026
Oct 24, 2013 to May 8, 2026
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