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Fujian SBS Zipper Science & Technology Co Ltd Asymmetric ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Friday, July 17th, 2026

1 Day

1,172.96

increased by 13.36

1 Week

1,008.59

decreased by 151.01

1 Month

679.94

decreased by 479.66

Analysis last updated: Friday, July 17, 2026 at 06:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujian SBS Zipper Science & Technology Co Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 22, 2006 to Jul 10, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.39
α

ARCH

Response to squared shocks

0.9276
2.01**
β

GARCH

Volatility persistence

0.3580
1.75*
γ

leverage

Additional response to negative shocks

-0.5712
-1.86*

Persistence:

1.000

Half-life:

-