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Manabi AID Co Ltd ILLIQ-MFMEM Liquidity Analysis

Illiquidity prediction for Monday, August 24th, 2026

1 Day

24,274.72

increased by 476.63

1 Week

24,366.69

increased by 568.60

1 Month

31,892.70

increased by 8,094.61

Analysis last updated: Saturday, August 22, 2026 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Manabi AID Co Ltd ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

May 28, 2024 to Aug 21, 2026
Stationarity Enforced

Model Insight

With persistence 0.993, illiquidity shocks have a half-life of 100 trading days (~0.4 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

121
α

ARCH

Response to squared shocks

0.0681
1.38
β

GARCH

Volatility persistence

0.9488
74.64***
γ

leverage

Additional response to negative shocks

-0.0475
-0.47
λ₁

tau intercept

Baseline long-term coefficient

0.0000
1.00
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.87
λ₃

tau persistence

Long-term factor persistence

0.1641
10.74***

Persistence:

0.993

Half-life:

100 days