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Edinburgh Worldwide Investment Trust PLC 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

5,218.74

increased by 2,210.39

1 Week

3,333.75

increased by 325.40

1 Month

2,355.45

decreased by 652.90

Analysis last updated: Tuesday, July 14, 2026 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Edinburgh Worldwide Investment Trust PLC ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 2007 to Jul 10, 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 107% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.03
α

ARCH

Response to squared shocks

0.0404
12.94***
β

GARCH

Volatility persistence

0.9381
334.43***
γ

leverage

Additional response to negative shocks

0.0432
8.40***

Persistence:

1.000

Half-life:

-