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Guangdong Tianyu Semiconductor 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 Tuesday, July 21st, 2026

1 Day

15,776.25

decreased by 2,846.60

1 Week

17,352.52

decreased by 1,270.33

1 Month

14,205.30

decreased by 4,417.55

Analysis last updated: Tuesday, July 21, 2026 at 06:49 PM UTC

Date Range:

from

to

6M ·

All

graph of Guangdong Tianyu Semiconductor Co Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 5, 2025 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.08
α

ARCH

Response to squared shocks

0.1515
2.87***
β

GARCH

Volatility persistence

0.8250
47.29***
γ

leverage

Additional response to negative shocks

0.0470
0.56

Persistence:

1.000

Half-life:

1386294 days