V-Lab
Continental Aerospace Technologies Holding Ltd ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Monday, July 27th, 2026
1 Day
642.05
1 Week
773.57
1 Month
866.91
Analysis last updated: Sunday, July 26, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jan 2, 2007 to Jul 24, 2026Model Insight
Illiquidity shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. 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.
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 71 | |
α ARCH Response to squared shocks | 0.2538 | 0.14 |
β GARCH Volatility persistence | 0.8041 | 84.22*** |
γ leverage Additional response to negative shocks | -0.2538 | -0.07 |
λ₁ tau intercept Baseline long-term coefficient | 0.0290 | 0.14 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0343 | 0.14 |
λ₃ tau persistence Long-term factor persistence | 0.9657 | 164.65*** |
Persistence:
0.931
Half-life:
10 days
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