Zee Learn Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, July 9th, 2026
1 Day
4,202.97
decreased by 115.81
1 Week
4,567.02
increased by 248.24
1 Month
5,391.59
increased by 1,072.81
Analysis last updated: Thursday, July 9, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 20, 2010 to Jul 3, 2026Model Insight
With persistence 0.991, illiquidity shocks have a half-life of 73 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4991 | 6.90*** |
α ARCH Response to squared shocks | 0.1957 | 14.99*** |
β GARCH Volatility persistence | 0.7949 | 59.51*** |
Spline Coefficients
K=1
| γ1 | 0.0090 | 2.00** |
Persistence:
0.991
Half-life:
73 days
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