Skip to main content
V-Lab

Raccoon Holdings 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 13th, 2026

1 Day

132.13

decreased by 3.15

1 Week

147.33

increased by 12.05

1 Month

150.76

increased by 15.48

Analysis last updated: Saturday, July 11, 2026 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Raccoon Holdings Inc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 10, 2006 to Jul 10, 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 104% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5212
9.12***
α

ARCH

Response to squared shocks

0.1045
31.31***
β

GARCH

Volatility persistence

0.8413
407.80***
γ

leverage

Additional response to negative shocks

0.1084
17.51***

Persistence:

1.000

Half-life:

-