Skip to main content
V-Lab

Sheetal Universal Limited ILLIQ-MFMEM Liquidity Analysis

Liquidity prediction for Wednesday, July 8th, 2026

1 Day

12,452.58

increased by 8,386.53

1 Week

5,794.26

increased by 1,728.21

1 Month

5,083.56

increased by 1,017.51

Analysis last updated: Wednesday, July 8, 2026 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Sheetal Universal Limited ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 11, 2023 to Jul 3, 2026

Model 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.

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-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