Mayank Cattle Food Limited Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, July 13th, 2026
1 Day
6,669.52
increased by 3,168.25
1 Week
4,306.55
increased by 805.28
1 Month
3,317.32
decreased by 183.95
Analysis last updated: Saturday, July 11, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Feb 5, 2024 to Jul 10, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.10 |
α ARCH Response to squared shocks | 0.1536 | 7.60*** |
β GARCH Volatility persistence | 0.8755 | 154.39*** |
γ leverage Additional response to negative shocks | -0.0583 | -2.01** |
Persistence:
1.000
Half-life:
1386294 days
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