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Euro India Fresh Foods Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity prediction for Wednesday, July 8th, 2026

1 Day

17,246.25

increased by 11,557.94

1 Week

8,700.50

increased by 3,012.19

1 Month

4,747.06

decreased by 941.25

Analysis last updated: Wednesday, July 8, 2026 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Euro India Fresh Foods Ltd ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 12, 2017 to Jul 3, 2026

Model 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.

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-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