Genetics Generation Advance ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Friday, May 22nd, 2026
1 Day
9,478.76
decreased by 1,258.66
1 Week
8,056.04
decreased by 2,681.38
1 Month
6,675.40
decreased by 4,062.02
Analysis last updated: Saturday, May 23, 2026 at 04:24 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.4495 | 0.62 | |
| 0.6798 | 57.46 | |
| -0.2586 | -0.11 | |
| 0.0000 | 1.00 | |
| 0.0000 | 0.77 | |
| 0.9180 | 47.82 |
Estimation Period:
Jul 15, 2011 to May 15, 2026
Jul 15, 2011 to May 15, 2026
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