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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 2, 2019 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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