V-Lab: Saif Power Limited Spline ILLIQ Liquidity Analysis

V-Lab

Saif Power Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:8,467.50 (464.72)

Analysis last updated: Sunday, May 18, 2025 at 03:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5266	1.01
$α$	0.3979	13.58
$β$	0.6010	21.14
$γ_{1}$	-1.4109	-1.46
$γ_{2}$	1.1598	0.86
$γ_{3}$	1.2309	1.64
$γ_{4}$	-3.3310	-4.26
$γ_{5}$	3.9848	4.77
$γ_{6}$	-2.1695	-2.77
$γ_{7}$	0.7986	0.94
$γ_{8}$	0.0698	0.06

Estimation Period:
Dec 15, 2014 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Saif Power Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM