Taiwan Advance Bio-Pharm 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 Thursday, May 28th, 2026
1 Day
6,322.35
increased by 3,503.90
1 Week
4,705.50
increased by 1,887.05
1 Month
9,500.48
increased by 6,682.03
Analysis last updated: Friday, May 29, 2026 at 12:00 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5738 | 0.00 | |
| 0.6762 | 1.28 | |
| -0.5000 | 0.00 | |
| 10.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 29, 2012 to May 22, 2026
Nov 29, 2012 to May 22, 2026
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