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Jinli Group Holdings Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

8,834.07

decreased by 502.21

1 Week

7,999.28

decreased by 1,337.00

1 Month

6,545.52

decreased by 2,790.76

Analysis last updated: Tuesday, July 21, 2026 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Jinli Group Holdings Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 14, 2012 to Jul 17, 2026

Model Insight

With persistence 0.996, illiquidity shocks have a half-life of 186 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 181% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7742
5.47***
α

ARCH

Response to squared shocks

0.0663
16.90***
β

GARCH

Volatility persistence

0.8698
367.61***
γ

leverage

Additional response to negative shocks

0.1204
18.53***

Persistence:

0.996

Half-life:

186 days