SPT Energy Group Inc 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 Monday, July 20th, 2026
1 Day
1,891,461.00
increased by 79,941.00
1 Week
1,914,020.60
increased by 102,500.60
1 Month
797,359.72
decreased by 1,014,160.28
Analysis last updated: Saturday, July 18, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 27, 2011 to Jul 17, 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 | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9618 | 185.38*** |
γ leverage Additional response to negative shocks | 0.0765 | 8.82*** |
Persistence:
1.000
Half-life:
-
Other SPT Energy Group Inc Analyses
Other Asymmetric ILLIQ Analyses on International Equities