Samsung FN Reit Co Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 20th, 2026
1 Day
69.93
decreased by 6.36
1 Week
78.41
increased by 2.12
1 Month
81.26
increased by 4.97
Analysis last updated: Friday, July 17, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 7, 2023 to Jul 16, 2026Model Insight
This asset shows asymmetric liquidity dynamics: illiquidity rises 36% more after negative returns than after positive returns of equal magnitude.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7508 | 11.73*** |
α ARCH Response to squared shocks | 0.1366 | 10.93*** |
β GARCH Volatility persistence | 0.8087 | 102.23*** |
γ leverage Additional response to negative shocks | 0.0488 | 2.08** |
Persistence:
0.970
Half-life:
22 days
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