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V-Lab

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

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 10, 2026

Model 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

ParameterValuet-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