Sinoma Energy Conservation Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 13th, 2026
1 Day
401.02
decreased by 70.58
1 Week
473.88
increased by 2.28
1 Month
402.71
decreased by 68.89
Analysis last updated: Saturday, July 11, 2026 at 06:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 31, 2014 to Jul 10, 2026Model Insight
This asset shows asymmetric liquidity dynamics: illiquidity responds almost entirely to negative returns.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 11.62*** |
α ARCH Response to squared shocks | 0.0317 | 7.86*** |
β GARCH Volatility persistence | 0.8238 | 284.17*** |
γ leverage Additional response to negative shocks | 0.2446 | 31.72*** |
Persistence:
0.978
Half-life:
31 days
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