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V-Lab

Manba Finance Limited Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

609.76

decreased by 75.76

1 Week

711.47

increased by 25.95

1 Month

727.40

increased by 41.88

Analysis last updated: Sunday, July 19, 2026 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Manba Finance Limited ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 30, 2024 to Jul 17, 2026

Model Insight

With persistence 0.997, illiquidity shocks have a half-life of 208 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 148% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.82*
α

ARCH

Response to squared shocks

0.0775
9.39***
β

GARCH

Volatility persistence

0.8616
133.19***
γ

leverage

Additional response to negative shocks

0.1151
5.70***

Persistence:

0.997

Half-life:

208 days