Euro India Fresh Foods Ltd ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Wednesday, July 8th, 2026
1 Day
17,246.25
1 Week
8,700.50
1 Month
4,747.06
Analysis last updated: Wednesday, July 8, 2026 at 09:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 12, 2017 to Jul 3, 2026Model Insight
Illiquidity shocks decay with a half-life of 32 trading days, meaning a shock loses half its impact after approximately 32 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 | 0.4729 | 3.01*** |
β GARCH Volatility persistence | 0.6271 | 70.06*** |
γ leverage Additional response to negative shocks | -0.2429 | -0.79 |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0000 | 0.01 |
λ₃ tau persistence Long-term factor persistence | 0.9991 | 528.89*** |
Persistence:
0.978
Half-life:
32 days
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