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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinoma Energy Conservation Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 31, 2014 to Jul 10, 2026

Model Insight

This asset shows asymmetric liquidity dynamics: illiquidity responds almost entirely to negative returns.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-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