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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Samsung FN Reit Co Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 7, 2023 to Jul 16, 2026

Model 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

ParameterValuet-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