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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 22, 2006 to Jul 10, 2026Model 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
| Parameter | Value | t-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:
-
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