V-Lab
Digital Brands Grp Inc ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Wednesday, September 16th, 2026
1 Day
55,740.54
1 Week
51,374.48
1 Month
82,806.07
Analysis last updated: Wednesday, September 16, 2026 at 02:25 AM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
May 14, 2021 to Sep 11, 2026Model Insight
With persistence 0.994, illiquidity shocks have a half-life of 123 trading days (~0.5 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 |
|---|---|---|
| αARCH | 0.3638 | 12.02*** |
| βGARCH | 0.6720 | 38.15*** |
| γleverage | -0.0830 | -2.20** |
| λ₁tau intercept | 320,627.5180 |
0.994
Persistence123d
Half-lifeILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.3638 | 12.02*** |
β GARCH Volatility persistence | 0.6720 | 38.15*** |
γ leverage Additional response to negative shocks | -0.0830 | -2.20** |
λ₁ tau intercept Baseline long-term coefficient | 320,627.5180 |
Persistence:
0.994
Half-life:
123 days
Other Digital Brands Grp Inc Analyses
Other ILLIQ-MFMEM Analyses on Equities