Hubei W-OLF Photoelectric Technology Co Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 13th, 2026
1 Day
162.53
decreased by 4.96
1 Week
181.99
increased by 14.50
1 Month
124.82
decreased by 42.67
Analysis last updated: Saturday, July 11, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 17, 2019 to Jul 10, 2026Model Insight
This asset shows asymmetric liquidity dynamics: illiquidity rises 311% more after negative returns than after positive returns of equal magnitude.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 12.70*** |
α ARCH Response to squared shocks | 0.0952 | 13.45*** |
β GARCH Volatility persistence | 0.7373 | 140.21*** |
γ leverage Additional response to negative shocks | 0.2963 | 23.51*** |
Persistence:
0.981
Half-life:
35 days
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