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CORREC HOLDINGS Inc 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 Wednesday, July 22nd, 2026

1 Day

4,313.38

decreased by 80.51

1 Week

4,357.81

decreased by 36.08

1 Month

5,274.10

increased by 880.21

Analysis last updated: Wednesday, July 22, 2026 at 07:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CORREC HOLDINGS Inc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 30, 2018 to Jul 17, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.47**
α

ARCH

Response to squared shocks

0.1856
12.21***
β

GARCH

Volatility persistence

0.8243
224.79***
γ

leverage

Additional response to negative shocks

-0.0198
-0.89

Persistence:

1.000

Half-life:

-