Beyond Meat Inc ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Monday, October 26th, 2026
1 Day
4,412.16
1 Week
4,866.46
1 Month
3,510.34
Analysis last updated: Friday, October 23, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
May 2, 2019 to Oct 23, 2026Model Insight
With persistence 0.991, illiquidity shocks have a half-life of 78 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 |
|---|---|---|
| mwindow | 31 | |
| αARCH | 0.0909 | 9.49*** |
| βGARCH | 0.8958 | 71.43*** |
| γleverage | 0.0088 | 1.05 |
| λ₁tau intercept | 10.0000 | 5.17*** |
| λ₂forecast adj. | 1.0000 | 43.15*** |
| λ₃tau persistence | 0.0000 | 0.01 |
0.991
Persistence78d
Half-lifeILLIQ-MFMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 31 | |
α ARCH Response to squared shocks | 0.0909 | 9.49*** |
β GARCH Volatility persistence | 0.8958 | 71.43*** |
γ leverage Additional response to negative shocks | 0.0088 | 1.05 |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 5.17*** |
λ₂ forecast adj. Forecast performance sensitivity | 1.0000 | 43.15*** |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.01 |
Persistence:
0.991
Half-life:
78 days
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