Skip to main content
V-Lab

M3 Technology Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

552.46

increased by 103.86

1 Week

424.33

decreased by 24.27

1 Month

375.18

decreased by 73.42

Analysis last updated: Wednesday, July 15, 2026 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of M3 Technology Inc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 27, 2020 to Jul 3, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 291 trading days (~1.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 175% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5334
3.94***
α

ARCH

Response to squared shocks

0.0852
9.66***
β

GARCH

Volatility persistence

0.8380
125.31***
γ

leverage

Additional response to negative shocks

0.1490
12.99***

Persistence:

0.998

Half-life:

291 days