V-Lab
Alliances Developpement Immobilier SA Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Illiquidity prediction for Monday, August 24th, 2026
1 Day
6,688.84
1 Week
7,022.12
1 Month
9,552.39
Analysis last updated: Thursday, August 20, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jul 18, 2008 to Aug 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.
Asymmetry: Illiquidity rises 101% more after negative returns
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.73* |
α ARCH Response to squared shocks | 0.0413 | 13.64*** |
β GARCH Volatility persistence | 0.9378 | 484.42*** |
γ leverage Additional response to negative shocks | 0.0417 | 8.43*** |
Persistence:
1.000
Half-life:
-
Other Alliances Developpement Immobilier SA Analyses
Other Asymmetric ILLIQ Analyses on International Equities