V-Lab
Guangdong Tianyu Semiconductor Co Ltd ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Monday, July 27th, 2026
1 Day
7,874.55
1 Week
9,098.17
1 Month
10,086.68
Analysis last updated: Sunday, July 26, 2026 at 12:53 AM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Dec 5, 2025 to Jul 24, 2026Model Insight
Illiquidity shocks decay with a half-life of 30 trading days, meaning a shock loses half its impact after approximately 30 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 | 61 | |
α ARCH Response to squared shocks | 0.0864 | |
β GARCH Volatility persistence | 0.8605 | |
γ leverage Additional response to negative shocks | 0.0606 | |
λ₁ tau intercept Baseline long-term coefficient | 0.0100 | 72.78*** |
λ₂ forecast adj. Forecast performance sensitivity | 0.2074 | |
λ₃ tau persistence Long-term factor persistence | 0.7499 |
Persistence:
0.977
Half-life:
30 days
Other Guangdong Tianyu Semiconductor Co Ltd Analyses
Other ILLIQ-MFMEM Analyses on International Equities