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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 1, 1992 to Jul 10, 2026Model 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
| Parameter | Value | t-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
Other Hosiden Corp Analyses
Other Asymmetric ILLIQ Analyses on International Equities