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Netyear Group Corp 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 Friday, July 17th, 2026

1 Day

13,824.27

increased by 5,572.57

1 Week

10,219.46

increased by 1,967.76

1 Month

6,193.13

decreased by 2,058.57

Analysis last updated: Friday, July 17, 2026 at 07:43 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Netyear Group Corp ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 7, 2008 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 693147 trading days (~2750.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 191% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0960
0.91
α

ARCH

Response to squared shocks

0.0795
22.57***
β

GARCH

Volatility persistence

0.8444
320.19***
γ

leverage

Additional response to negative shocks

0.1522
29.08***

Persistence:

1.000

Half-life:

693147 days