Curis Inc ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
131,356.50
1 Week
164,759.84
1 Month
236,969.22
Analysis last updated: Monday, July 13, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Aug 1, 2000 to Jul 10, 2026Model Insight
Illiquidity shocks decay with a half-life of 23 trading days, meaning a shock loses half its impact after approximately 23 days. 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 | 126 | |
α ARCH Response to squared shocks | 0.1799 | 2.01** |
β GARCH Volatility persistence | 0.8296 | 495.60*** |
γ leverage Additional response to negative shocks | -0.0788 | -0.50 |
λ₁ tau intercept Baseline long-term coefficient | 6.5227 | 4.66*** |
λ₂ forecast adj. Forecast performance sensitivity | 0.0000 | 0.00 |
λ₃ tau persistence Long-term factor persistence | 0.9949 | 216.10*** |
Persistence:
0.970
Half-life:
23 days
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