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V-Lab

Manba Finance Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

691.37

decreased by 68.50

1 Week

778.32

increased by 18.45

1 Month

812.47

increased by 52.60

Analysis last updated: Sunday, July 19, 2026 at 12:43 AM 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 17, 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

0.8440
5.69***
α

ARCH

Response to squared shocks

0.1550
3.60***
β

GARCH

Volatility persistence

0.7905
13.85***
γi Spline Coefficients
K=1
γ1-1.3590
-3.58***

Persistence:

0.946

Half-life:

12 days