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FDH Bank 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 Friday, July 10th, 2026

1 Day

1,987.44

increased by 1,891.42

1 Week

571.20

increased by 475.18

1 Month

175.13

increased by 79.11

Analysis last updated: Friday, July 10, 2026 at 09:13 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

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graph of FDH Bank PLC ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 3, 2020 to Jul 3, 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.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
2.65***
α

ARCH

Response to squared shocks

0.1484
1.29
β

GARCH

Volatility persistence

0.9122
41.35***
γ

leverage

Additional response to negative shocks

-0.1212
-1.13

Persistence:

1.000

Half-life:

-