Skip to main content
V-Lab

Uravi Defence and Technology Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

15,364.87

increased by 10,735.26

1 Week

9,280.79

increased by 4,651.18

1 Month

6,441.64

increased by 1,812.03

Analysis last updated: Wednesday, July 15, 2026 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Uravi Defence and Technology Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 30, 2018 to Jul 10, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 135 trading days (~0.5 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

2.1488
1.76*
α

ARCH

Response to squared shocks

0.4246
7.00***
β

GARCH

Volatility persistence

0.5703
10.01***
γi Spline Coefficients
K=10
γ1-17.2382
-0.89
γ224.2763
0.94
γ3-18.3066
-1.48
γ426.2502
2.23**
γ5-26.9196
-2.01**
γ628.6782
1.87*
γ7-43.2669
-2.25**
γ848.8119
2.49**
γ9-31.0520
-2.19**
γ108.3649
0.74

Persistence:

0.995

Half-life:

135 days