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Apimeds Pharmaceutica US Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

375,647.90

increased by 207,843.70

1 Week

399,467.84

increased by 231,663.64

1 Month

720,086.92

increased by 552,282.72

Analysis last updated: Friday, July 10, 2026 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Apimeds Pharmaceutica US Inc ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 9, 2025 to Jul 10, 2026

Model 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

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-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