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Naqi Water Company ILLIQ-MFMEM Liquidity Analysis

Illiquidity prediction for Sunday, July 26th, 2026

1 Day

8,104.84

decreased by 479.11

1 Week

7,079.90

decreased by 1,504.05

1 Month

5,468.29

decreased by 3,115.66

Analysis last updated: Friday, July 24, 2026 at 08:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Naqi Water Company ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Aug 15, 2022 to Jul 23, 2026

Model Insight

Illiquidity shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 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

ParameterValuet-statistic
m

window

Rolling window length

26
α

ARCH

Response to squared shocks

0.2045
0.12
β

GARCH

Volatility persistence

0.7249
66.29***
γ

leverage

Additional response to negative shocks

-0.2045
-0.06
λ₁

tau intercept

Baseline long-term coefficient

10.0000
0.17
λ₂

forecast adj.

Forecast performance sensitivity

0.1861
0.18
λ₃

tau persistence

Long-term factor persistence

0.8139
1.72*

Persistence:

0.827

Half-life:

4 days