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Corp America Airports SA 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 Wednesday, July 22nd, 2026

1 Day

3,349.93

increased by 140.73

1 Week

3,230.06

increased by 20.86

1 Month

3,877.73

increased by 668.53

Analysis last updated: Tuesday, July 21, 2026 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Corp America Airports SA ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 1, 2018 to Jul 17, 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 102% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.65
α

ARCH

Response to squared shocks

0.0528
15.18***
β

GARCH

Volatility persistence

0.9204
363.65***
γ

leverage

Additional response to negative shocks

0.0537
9.52***

Persistence:

1.000

Half-life:

-