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Barramundi 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

160,134.90

decreased by 1,999.30

1 Week

162,333.17

increased by 198.97

1 Month

159,783.73

decreased by 2,350.47

Analysis last updated: Tuesday, July 14, 2026 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Barramundi Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 26, 2006 to Jul 9, 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.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.03
α

ARCH

Response to squared shocks

0.0086
6.37***
β

GARCH

Volatility persistence

0.9870
648.90***
γ

leverage

Additional response to negative shocks

0.0088
1.83*

Persistence:

1.000

Half-life:

-