Barramundi Ltd ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
154,935.80
1 Week
120,624.84
1 Month
184,442.38
Analysis last updated: Wednesday, July 15, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 26, 2006 to Jul 9, 2026Model Insight
Illiquidity shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. 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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| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 26 | |
α ARCH Response to squared shocks | 0.5918 | 0.06 |
β GARCH Volatility persistence | 0.1140 | 6.54*** |
γ leverage Additional response to negative shocks | -0.5000 | -0.02 |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 0.05 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0166 | 0.06 |
λ₃ tau persistence Long-term factor persistence | 0.9834 | 48.86*** |
Persistence:
0.456
Half-life:
1 days
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