V-Lab
Mingteng International Corp Inc Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Illiquidity prediction for Thursday, July 30th, 2026
1 Day
121,904.40
increased by 5,663.70
1 Week
118,597.12
increased by 2,356.42
1 Month
132,594.96
increased by 16,354.26
Analysis last updated: Wednesday, July 29, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Apr 18, 2024 to Jul 24, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.00 |
α ARCH Response to squared shocks | 0.2376 | 8.98*** |
β GARCH Volatility persistence | 0.7360 | 57.74*** |
γ leverage Additional response to negative shocks | 0.0527 | 1.29 |
Persistence:
1.000
Half-life:
-
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