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SmartGroup Corp Ltd ILLIQ-MFMEM Liquidity Analysis

Illiquidity prediction for Monday, July 27th, 2026

1 Day

2,495.65

decreased by 62.42

1 Week

2,515.99

decreased by 42.08

1 Month

2,487.09

decreased by 70.98

Analysis last updated: Saturday, July 25, 2026 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SmartGroup Corp Ltd ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jul 2, 2014 to Jul 24, 2026

Model Insight

Illiquidity shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 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

126
α

ARCH

Response to squared shocks

0.0969
10.13***
β

GARCH

Volatility persistence

0.8898
332.26***
γ

leverage

Additional response to negative shocks

-0.0969
-3.46***
λ₁

tau intercept

Baseline long-term coefficient

4.5985
89.41***
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.01
λ₃

tau persistence

Long-term factor persistence

0.9954
761.01***

Persistence:

0.938

Half-life:

11 days