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Green Circle Decarbonize Technology Ltd 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

379,862.10

decreased by 103,013.00

1 Week

408,262.00

decreased by 74,613.10

1 Month

370,308.59

decreased by 112,566.51

Analysis last updated: Monday, July 13, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

All

graph of Green Circle Decarbonize Technology Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 13, 2026 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.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.00
α

ARCH

Response to squared shocks

0.2497
6.56***
β

GARCH

Volatility persistence

0.7499
55.52***
γ

leverage

Additional response to negative shocks

0.0009
0.01

Persistence:

1.000

Half-life:

-