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Anya Polytech & Fertilizers Asymmetric ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Monday, July 13th, 2026

1 Day

45,638.13

decreased by 2,000.20

1 Week

49,167.00

increased by 1,528.67

1 Month

53,290.12

increased by 5,651.79

Analysis last updated: Saturday, July 11, 2026 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Anya Polytech & Fertilizers ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 2025 to Jul 10, 2026

Model 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 316% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.17
α

ARCH

Response to squared shocks

0.0198
2.16**
β

GARCH

Volatility persistence

0.9490
71.59***
γ

leverage

Additional response to negative shocks

0.0624
3.28***

Persistence:

1.000

Half-life:

-