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V-Lab

Spright Agro Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

15,705.99

increased by 12,042.06

1 Week

8,565.76

increased by 4,901.83

1 Month

6,090.38

increased by 2,426.45

Analysis last updated: Sunday, July 19, 2026 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Spright Agro Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 30, 2013 to Jul 17, 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 4 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.3815
2.20**
α

ARCH

Response to squared shocks

0.4691
9.06***
β

GARCH

Volatility persistence

0.3720
5.98***
γi Spline Coefficients
K=9
γ1-13.0327
-1.73*
γ230.5736
2.80***
γ3-14.2108
-2.68***
γ4-12.2325
-1.99**
γ5-8.6198
-0.68
γ644.0363
2.93***
γ7-38.9619
-3.46***
γ819.6656
2.69***
γ9-11.8856
-1.24

Persistence:

0.841

Half-life:

4 days