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V-Lab

Shanghai Bao Pharmaceuticals Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

947.15

increased by 8.84

1 Week

938.19

decreased by 0.12

1 Month

760.63

decreased by 177.68

Analysis last updated: Wednesday, July 15, 2026 at 07:03 PM UTC

Date Range:

from

to

6M ·

All

graph of Shanghai Bao Pharmaceuticals Co Ltd ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 10, 2025 to Jul 10, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 315 trading days (~1.3 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

21
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9978
0.00
γ

leverage

Additional response to negative shocks

0.0000
0.00
λ₁

tau intercept

Baseline long-term coefficient

10.0000
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.1898
0.00
λ₃

tau persistence

Long-term factor persistence

0.7713
0.00

Persistence:

0.998

Half-life:

315 days