Kubotek Corp Asymmetric ILLIQ Liquidity Analysis
Inactive
Last recorded values (Thursday, October 1st, 2026):
1 Day
2,438.81
1 Week
2,715.27
1 Month
2,736.57
Analysis last updated: Thursday, October 1, 2026 at 09:24 PM UTC
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News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Feb 26, 2001 to Sep 25, 2026Model 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.
Asymmetry: Illiquidity rises 72% more after negative returns
μ
ILLIQ-AMEM Model
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High persistence: persistence 1.000 ≥ 1, shocks do not decayAsymmetry: Illiquidity rises 72% more after negative returns
| Param | Value | t-stat |
|---|---|---|
| ωconst | 5.0000 | 1.84* |
| αARCH | 0.1313 | 8.74*** |
| βGARCH | 0.8213 | 78.45*** |
| γleverage | 0.0949 | 3.49*** |
1.000
Persistence-
Half-lifeμ
ILLIQ-AMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.84* |
α ARCH Response to squared shocks | 0.1313 | 8.74*** |
β GARCH Volatility persistence | 0.8213 | 78.45*** |
γ leverage Additional response to negative shocks | 0.0949 | 3.49*** |
Persistence:
1.000
Half-life:
-
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