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Hosiden Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

27.71

decreased by 3.08

1 Week

27.06

decreased by 3.73

1 Month

21.95

decreased by 8.84

Analysis last updated: Wednesday, July 15, 2026 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hosiden Corp ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 1, 1992 to Jul 10, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 126 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 107% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3948
13.61***
α

ARCH

Response to squared shocks

0.0791
17.86***
β

GARCH

Volatility persistence

0.8732
574.85***
γ

leverage

Additional response to negative shocks

0.0845
9.52***

Persistence:

0.995

Half-life:

126 days