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
Liquidity prediction for Thursday, July 9th, 2026
1 Day
179,974.10
increased by 22,474.00
1 Week
130,019.82
decreased by 27,480.28
1 Month
150,427.59
decreased by 7,072.51
Analysis last updated: Wednesday, July 8, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 18, 2024 to Jul 2, 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 | 0.2440 | 9.00*** |
β GARCH Volatility persistence | 0.7309 | 56.01*** |
γ leverage Additional response to negative shocks | 0.0502 | 1.20 |
Persistence:
1.000
Half-life:
-
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