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V-Lab

SmartGroup Corp Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

2,617.23

increased by 252.93

1 Week

2,496.50

increased by 132.20

1 Month

2,532.99

increased by 168.69

Analysis last updated: Tuesday, July 21, 2026 at 05:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of SmartGroup Corp Ltd ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 2, 2014 to Jul 17, 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

0.0971
10.12***
β

GARCH

Volatility persistence

0.8897
331.72***
γ

leverage

Additional response to negative shocks

-0.0971
-3.46***
λ₁

tau intercept

Baseline long-term coefficient

4.5955
89.48***
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.01
λ₃

tau persistence

Long-term factor persistence

0.9954
760.43***

Persistence:

0.938

Half-life:

11 days