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Virtual Mind Holding 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 Monday, July 20th, 2026

1 Day

85,073.62

increased by 36,202.60

1 Week

59,349.72

increased by 10,478.70

1 Month

59,484.85

increased by 10,613.83

Analysis last updated: Saturday, July 18, 2026 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Virtual Mind Holding Co Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 3, 2013 to Jul 17, 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.

Asymmetry: Illiquidity rises 86% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.38
α

ARCH

Response to squared shocks

0.0780
6.34***
β

GARCH

Volatility persistence

0.8884
244.82***
γ

leverage

Additional response to negative shocks

0.0671
4.06***

Persistence:

1.000

Half-life:

-