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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Feb 20, 2017 to Jul 10, 2026Model 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
| Parameter | Value | t-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
Other American Resources Corp Analyses
Other Asymmetric ILLIQ Analyses on Equities