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Damai Entertainment Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Illiquidity prediction for Friday, August 14th, 2026

1 Day

458.90

increased by 10.45

1 Week

460.25

increased by 11.80

1 Month

468.29

increased by 19.84

Analysis last updated: Friday, August 14, 2026 at 06:43 PM UTC

Date Range:

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to

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1Y ·

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graph of Damai Entertainment Holdings Ltd ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

May 12, 1994 to Aug 7, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 693147 trading days (~2750.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

126
α

ARCH

Response to squared shocks

0.0409
β

GARCH

Volatility persistence

0.9736
γ

leverage

Additional response to negative shocks

-0.0289
λ₁

tau intercept

Baseline long-term coefficient

3.6387
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
λ₃

tau persistence

Long-term factor persistence

0.9999

Persistence:

1.000

Half-life:

693147 days