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Beyond Meat Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

1,699.43

decreased by 13.23

1 Week

1,591.00

decreased by 121.66

1 Month

1,455.27

decreased by 257.39

Analysis last updated: Friday, July 17, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Beyond Meat Inc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 2, 2019 to Jul 17, 2026

Model Insight

With persistence 0.996, illiquidity shocks have a half-life of 157 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 119% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3211
3.41***
α

ARCH

Response to squared shocks

0.0702
16.87***
β

GARCH

Volatility persistence

0.8836
328.71***
γ

leverage

Additional response to negative shocks

0.0836
13.79***

Persistence:

0.996

Half-life:

157 days