Apimeds Pharmaceutica US Inc ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Monday, July 13th, 2026
1 Day
375,647.90
1 Week
399,467.84
1 Month
720,086.92
Analysis last updated: Friday, July 10, 2026 at 11:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 9, 2025 to Jul 10, 2026Model Insight
With persistence 0.995, illiquidity shocks have a half-life of 142 trading days (~0.6 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.
Asymmetry: Illiquidity rises 58% more after negative returns
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 41 | |
α ARCH Response to squared shocks | 0.6775 | 43.15*** |
β GARCH Volatility persistence | 0.1228 | 71.71*** |
γ leverage Additional response to negative shocks | 0.3897 | 13.05*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0001 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0517 | 20.89*** |
λ₃ tau persistence Long-term factor persistence | 0.9483 | 138.64*** |
Persistence:
0.995
Half-life:
142 days
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