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Placo Co Ltd Asymmetric ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

3,604.46

decreased by 154.10

1 Week

3,460.34

decreased by 298.22

1 Month

2,771.99

decreased by 986.57

Analysis last updated: Tuesday, July 14, 2026 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Placo Co Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 20, 1995 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 693147 trading days (~2750.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 89% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
3.97***
α

ARCH

Response to squared shocks

0.0548
17.02***
β

GARCH

Volatility persistence

0.9208
473.90***
γ

leverage

Additional response to negative shocks

0.0489
10.11***

Persistence:

1.000

Half-life:

693147 days