Amedeo Air Four Plus Limited Asymmetric ILLIQ Liquidity Analysis
Inactive
Last recorded values (Thursday, June 25th, 2026):
1 Day
12,332.99
1 Week
11,843.40
1 Month
9,242.64
Analysis last updated: Thursday, June 25, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 12, 2015 to Jun 19, 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.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.03 |
α ARCH Response to squared shocks | 0.0606 | 0.32 |
β GARCH Volatility persistence | 0.9661 | 49.08*** |
γ leverage Additional response to negative shocks | -0.0535 | -0.28 |
Persistence:
1.000
Half-life:
-
Other Amedeo Air Four Plus Limited Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds