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V-Lab

Amedeo Air Four Plus Limited Spline ILLIQ Liquidity Analysis

Inactive

Last recorded values (Thursday, June 25th, 2026):

1 Day

22,778.94

1 Week

24,106.50

1 Month

13,283.02

Analysis last updated: Thursday, June 25, 2026 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amedeo Air Four Plus Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 12, 2015 to Jun 19, 2026

Model Insight

With persistence 0.997, illiquidity shocks have a half-life of 234 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4729
1.80*
α

ARCH

Response to squared shocks

0.1476
3.59***
β

GARCH

Volatility persistence

0.8494
20.99***
γi Spline Coefficients
K=9
γ11.3699
0.58
γ2-2.5694
-0.67
γ32.5284
1.13
γ4-2.1692
-1.45
γ53.8803
1.37
γ6-11.7715
-2.12**
γ718.0294
2.49**
γ8-13.9990
-2.55**
γ96.9268
2.63***

Persistence:

0.997

Half-life:

234 days