V-Lab
Damai Entertainment Holdings Ltd ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Tuesday, August 25th, 2026
1 Day
444.39
decreased by 103.33
1 Week
381.06
decreased by 166.66
1 Month
331.57
decreased by 216.15
Analysis last updated: Tuesday, August 25, 2026 at 06:40 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
May 12, 1994 to Aug 21, 2026μ
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 81 | |
α ARCH Response to squared shocks | 0.2907 | 0.00 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | -0.2907 | 0.00 |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 1.0000 | 0.00 |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.145
Half-life:
0 days
Other Damai Entertainment Holdings Ltd Analyses
Other ILLIQ-MFMEM Analyses on International Equities