Kente Catalysts Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, July 9th, 2026
1 Day
204.24
increased by 48.08
1 Week
166.68
increased by 10.52
1 Month
199.19
increased by 43.03
Analysis last updated: Thursday, July 9, 2026 at 06:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 16, 2025 to Jul 3, 2026Model Insight
Illiquidity shocks decay with a half-life of 31 trading days, meaning a shock loses half its impact after approximately 31 days.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.0089 | 2.49** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8974 | 100.78*** |
γ leverage Additional response to negative shocks | 0.1615 | 5.84*** |
Persistence:
0.978
Half-life:
31 days
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