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Hoegh Autoliners Asa Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 17th, 2026

1 Day

459.46

decreased by 34.71

1 Week

532.05

increased by 37.88

1 Month

487.68

decreased by 6.49

Analysis last updated: Friday, July 17, 2026 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Hoegh Autoliners Asa ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 29, 2021 to Jul 10, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 134 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 169% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.3809
7.09***
α

ARCH

Response to squared shocks

0.0543
8.35***
β

GARCH

Volatility persistence

0.8946
241.73***
γ

leverage

Additional response to negative shocks

0.0919
7.27***

Persistence:

0.995

Half-life:

134 days