V-Lab
Beyond Meat Inc Asymmetric ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, July 27th, 2026
1 Day
1,593.33
decreased by 175.67
1 Week
1,576.77
decreased by 192.23
1 Month
1,513.64
decreased by 255.36
Analysis last updated: Friday, July 24, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
May 2, 2019 to Jul 24, 2026Model Insight
With persistence 0.996, illiquidity shocks have a half-life of 156 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: Illiquidity rises 118% more after negative returns
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3228 | 3.44*** |
α ARCH Response to squared shocks | 0.0704 | 16.94*** |
β GARCH Volatility persistence | 0.8837 | 329.00*** |
γ leverage Additional response to negative shocks | 0.0830 | 13.71*** |
Persistence:
0.996
Half-life:
156 days
Other Beyond Meat Inc Analyses
Other Asymmetric ILLIQ Analyses on Equities