Manba Finance Limited Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
816.34
increased by 135.07
1 Week
644.36
decreased by 36.91
1 Month
871.46
increased by 190.19
Analysis last updated: Wednesday, July 15, 2026 at 07:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 30, 2024 to Jul 10, 2026Model Insight
With persistence 0.997, illiquidity shocks have a half-life of 209 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: Illiquidity rises 151% more after negative returns
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.80* |
α ARCH Response to squared shocks | 0.0779 | 9.37*** |
β GARCH Volatility persistence | 0.8599 | 131.40*** |
γ leverage Additional response to negative shocks | 0.1178 | 5.80*** |
Persistence:
0.997
Half-life:
209 days
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