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American Resources Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

7,495.36

decreased by 310.33

1 Week

8,210.19

increased by 404.50

1 Month

7,684.59

decreased by 121.10

Analysis last updated: Friday, July 10, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of American Resources Corp ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 20, 2017 to Jul 10, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 1253 trading days (~5.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 122% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.26
α

ARCH

Response to squared shocks

0.0933
10.38***
β

GARCH

Volatility persistence

0.8490
217.35***
γ

leverage

Additional response to negative shocks

0.1143
7.75***

Persistence:

0.999

Half-life:

1253 days