American Resources Corp Spline 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
5,728.46
decreased by 286.44
1 Week
6,448.62
increased by 433.72
1 Month
6,620.41
increased by 605.51
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 1.000, illiquidity shocks have a half-life of 346573 trading days (~1375.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.9427 | 0.01 |
α ARCH Response to squared shocks | 0.1556 | 0.00 |
β GARCH Volatility persistence | 0.8444 | 0.01 |
Spline Coefficients
K=1
| γ1 | -0.0624 | 0.00 |
Persistence:
1.000
Half-life:
346573 days
Other American Resources Corp Analyses
Other Spline ILLIQ Analyses on Equities