Sheetal Universal Limited ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Wednesday, July 8th, 2026
1 Day
12,452.58
1 Week
5,794.26
1 Month
5,083.56
Analysis last updated: Wednesday, July 8, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 11, 2023 to Jul 3, 2026Model Insight
This asset shows asymmetric liquidity dynamics: illiquidity rises 31% more after negative returns than after positive returns of equal magnitude. 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.
ILLIQ-MFMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.2389 | 20.63*** |
β GARCH Volatility persistence | 0.5745 | 28.10*** |
γ leverage Additional response to negative shocks | 0.0746 | 7.66*** |
λ₁ tau intercept Baseline long-term coefficient | 9,491.4910 |
Persistence:
0.851
Half-life:
4 days
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