V-Lab
Yutaka Foods Corp ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Monday, July 27th, 2026
1 Day
4,979.63
1 Week
5,893.68
1 Month
4,578.85
Analysis last updated: Sunday, July 26, 2026 at 03:00 AM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Mar 24, 1995 to Jul 24, 2026Model Insight
Illiquidity shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 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 | 46 | |
α ARCH Response to squared shocks | 0.1485 | 0.51 |
β GARCH Volatility persistence | 0.7857 | 93.24*** |
γ leverage Additional response to negative shocks | -0.1485 | -0.25 |
λ₁ tau intercept Baseline long-term coefficient | 8.6009 | 0.71 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0440 | 0.67 |
λ₃ tau persistence Long-term factor persistence | 0.9544 | 43.56*** |
Persistence:
0.860
Half-life:
5 days
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