V-Lab
Curis Inc ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Monday, July 27th, 2026
1 Day
184,258.20
1 Week
215,886.02
1 Month
204,316.82
Analysis last updated: Friday, July 24, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Aug 1, 2000 to Jul 24, 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 126 | |
α ARCH Response to squared shocks | 0.1794 | 1.97** |
β GARCH Volatility persistence | 0.8302 | 497.71*** |
γ leverage Additional response to negative shocks | -0.0792 | -0.50 |
λ₁ tau intercept Baseline long-term coefficient | 6.4166 | 4.57*** |
λ₂ forecast adj. Forecast performance sensitivity | 0.0000 | 0.00 |
λ₃ tau persistence Long-term factor persistence | 0.9949 | 212.44*** |
Persistence:
0.970
Half-life:
23 days
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