Guangdong Tianyu Semiconductor Co Ltd ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
11,731.33
decreased by 3,787.82
1 Week
12,452.25
decreased by 3,066.90
1 Month
9,723.41
decreased by 5,795.74
Analysis last updated: Tuesday, July 21, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 5, 2025 to Jul 17, 2026μ
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 21 | |
α ARCH Response to squared shocks | 0.1528 | 0.33 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | -0.1528 | -0.18 |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 0.20 |
λ₂ forecast adj. Forecast performance sensitivity | 1.0000 | 0.34 |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.00 |
Persistence:
0.076
Half-life:
0 days
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