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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Nov 29, 2021 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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