Accel Entertainment Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, July 23rd, 2026
1 Day
5,042.78
increased by 117.30
1 Week
4,884.17
decreased by 41.31
1 Month
4,737.99
decreased by 187.49
Analysis last updated: Wednesday, July 22, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Aug 28, 2017 to Jul 17, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 1602 trading days (~6.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.80 |
α ARCH Response to squared shocks | 0.0341 | 8.75*** |
β GARCH Volatility persistence | 0.9599 | 337.29*** |
γ leverage Additional response to negative shocks | 0.0111 | 1.39 |
Persistence:
1.000
Half-life:
1602 days
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