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Autozi Internet Technology Global Ltd 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 Tuesday, July 14th, 2026

1 Day

384,184.40

increased by 190,467.30

1 Week

233,330.22

increased by 39,613.12

1 Month

274,956.13

increased by 81,239.03

Analysis last updated: Monday, July 13, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Autozi Internet Technology Global Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 28, 2024 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 87% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.00
α

ARCH

Response to squared shocks

0.1713
6.80***
β

GARCH

Volatility persistence

0.7545
91.74***
γ

leverage

Additional response to negative shocks

0.1484
2.83***

Persistence:

1.000

Half-life:

-