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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 30, 2024 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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