V-Lab
Beyond Meat Inc ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Tuesday, September 8th, 2026
1 Day
2,734.93
1 Week
2,795.45
1 Month
2,235.66
Analysis last updated: Friday, September 4, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
May 2, 2019 to Sep 4, 2026Model Insight
With persistence 0.993, illiquidity shocks have a half-life of 92 trading days (~0.4 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 42% more after negative returns
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 26 | |
α ARCH Response to squared shocks | 0.0859 | 8.64*** |
β GARCH Volatility persistence | 0.8885 | 60.77*** |
γ leverage Additional response to negative shocks | 0.0362 | 2.61*** |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 1.56 |
λ₂ forecast adj. Forecast performance sensitivity | 0.5821 | 16.17*** |
λ₃ tau persistence Long-term factor persistence | 0.4179 | 11.76*** |
Persistence:
0.993
Half-life:
92 days
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