Ataa Educational Co ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Sunday, November 15th, 2026
1 Day
2,972.92
1 Week
4,150.45
1 Month
5,769.47
Analysis last updated: Friday, November 13, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jul 31, 2019 to Nov 12, 2026Model Insight
With persistence 0.990, illiquidity shocks have a half-life of 72 trading days (~0.3 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
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| αARCH | 0.1980 | 10.13*** |
| βGARCH | 0.8033 | 44.94*** |
| γleverage | -0.0218 | -1.67* |
| λ₁tau intercept | 3,708.3239 |
0.990
Persistence72d
Half-lifeILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.1980 | 10.13*** |
β GARCH Volatility persistence | 0.8033 | 44.94*** |
γ leverage Additional response to negative shocks | -0.0218 | -1.67* |
λ₁ tau intercept Baseline long-term coefficient | 3,708.3239 |
Persistence:
0.990
Half-life:
72 days
Other Ataa Educational Co Analyses
Other ILLIQ-MFMEM Analyses on International Equities