Feitian Technologies Co Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 8th, 2026
1 Day
506.76
increased by 73.99
1 Week
357.74
decreased by 75.03
1 Month
328.62
decreased by 104.15
Analysis last updated: Wednesday, July 8, 2026 at 07:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jun 26, 2014 to Jul 3, 2026Model Insight
Illiquidity shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 12.21*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8372 | 249.02*** |
γ leverage Additional response to negative shocks | 0.2594 | 31.76*** |
Persistence:
0.967
Half-life:
21 days
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