Intel Corp ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
3.78
1 Week
3.83
1 Month
3.56
Analysis last updated: Monday, July 20, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
With persistence 0.991, illiquidity shocks have a half-life of 81 trading days (~0.3 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
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 91 | |
α ARCH Response to squared shocks | 0.0732 | 13.65*** |
β GARCH Volatility persistence | 0.9218 | 248.72*** |
γ leverage Additional response to negative shocks | -0.0070 | -1.01 |
λ₁ tau intercept Baseline long-term coefficient | 0.0013 | 6.78*** |
λ₂ forecast adj. Forecast performance sensitivity | 0.0000 | 0.13 |
λ₃ tau persistence Long-term factor persistence | 0.9997 |
Persistence:
0.991
Half-life:
81 days
Other Intel Corp Analyses
Other ILLIQ-MFMEM Analyses on Equities