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V-Lab

Manba Finance Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

859.19

increased by 82.88

1 Week

734.87

decreased by 41.44

1 Month

971.03

increased by 194.72

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-SMEM

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

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 12 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8430
5.70***
α

ARCH

Response to squared shocks

0.1562
3.57***
β

GARCH

Volatility persistence

0.7885
13.45***
γi Spline Coefficients
K=1
γ1-1.3336
-3.31***

Persistence:

0.945

Half-life:

12 days