Kubotek Corp ILLIQ-MFMEM Liquidity Analysis
Last recorded values (Thursday, October 1st, 2026):
1 Day
2,078.39
1 Week
2,422.05
1 Month
2,297.19
Analysis last updated: Thursday, October 1, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Feb 26, 2001 to Sep 25, 2026Model Insight
With persistence 0.997, illiquidity shocks have a half-life of 216 trading days (~0.9 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.
ILLIQ-MFMEM Model
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| Param | Value | t-stat |
|---|---|---|
| αARCH | 0.2303 | 21.21*** |
| βGARCH | 0.7838 | 78.46*** |
| γleverage | -0.0346 | -4.68*** |
| λ₁tau intercept | 3,236.0119 |
0.997
Persistence216d
Half-lifeILLIQ-MFMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.2303 | 21.21*** |
β GARCH Volatility persistence | 0.7838 | 78.46*** |
γ leverage Additional response to negative shocks | -0.0346 | -4.68*** |
λ₁ tau intercept Baseline long-term coefficient | 3,236.0119 |
Persistence:
0.997
Half-life:
216 days
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