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Beyond Meat Inc ILLIQ-MFMEM Liquidity Analysis

Illiquidity prediction for Monday, September 21st, 2026

1 Day

2,981.89

decreased by 149.99

1 Week

2,896.38

decreased by 235.50

1 Month

2,532.54

decreased by 599.34

Analysis last updated: Friday, September 18, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Beyond Meat Inc ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

May 2, 2019 to Sep 18, 2026

Model Insight

With persistence 0.993, illiquidity shocks have a half-life of 97 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 41% more after negative returns

μ

ILLIQ-MFMEM Model

Tap to view equation

High persistence: persistence 0.993, shock half-life ~97 daysAsymmetry: Illiquidity rises 41% more after negative returns
ParamValuet-stat
mwindow26
αARCH0.0865
8.76***
βGARCH0.8887
61.72***
γleverage0.0353
2.58***
λ₁tau intercept10.0000
1.54
λ₂forecast adj.0.5636
15.85***
λ₃tau persistence0.4364
12.44***

0.993

Persistence

97d

Half-life
μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

26
α

ARCH

Response to squared shocks

0.0865
8.76***
β

GARCH

Volatility persistence

0.8887
61.72***
γ

leverage

Additional response to negative shocks

0.0353
2.58***
λ₁

tau intercept

Baseline long-term coefficient

10.0000
1.54
λ₂

forecast adj.

Forecast performance sensitivity

0.5636
15.85***
λ₃

tau persistence

Long-term factor persistence

0.4364
12.44***

Persistence:

0.993

Half-life:

97 days