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V-Lab

Wipro Ltd Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, August 24th, 2026

1 Day

1,343.01

decreased by 32.61

1 Week

1,339.82

decreased by 35.80

1 Month

1,187.16

decreased by 188.46

Analysis last updated: Friday, August 21, 2026 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wipro Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Oct 19, 2000 to Aug 21, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 137 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

1.2699
7.79***
α

ARCH

Response to squared shocks

0.0757
12.82***
β

GARCH

Volatility persistence

0.9193
157.52***
γi Spline Coefficients
K=1
γ1-0.0030
-2.10**

Persistence:

0.995

Half-life:

137 days