V-Lab
Mingteng International Corp Inc ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Thursday, July 30th, 2026
1 Day
142,318.30
increased by 11,938.50
1 Week
128,141.73
decreased by 2,238.07
1 Month
151,476.78
increased by 21,096.98
Analysis last updated: Wednesday, July 29, 2026 at 09:26 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
Illiquidity shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.
μ
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.5155 | 41.58*** |
β GARCH Volatility persistence | 0.5139 | 49.49*** |
γ leverage Additional response to negative shocks | -0.1374 | -10.48*** |
λ₁ tau intercept Baseline long-term coefficient | 274,460.2000 |
Persistence:
0.961
Half-life:
17 days
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