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Hong Leong Financial Group Bhd 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 Wednesday, July 8th, 2026

1 Day

4,978.25

increased by 25.27

1 Week

4,483.61

decreased by 469.37

1 Month

3,970.02

decreased by 982.96

Analysis last updated: Wednesday, July 8, 2026 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Leong Financial Group Bhd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 1, 1990 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
1.10
α

ARCH

Response to squared shocks

0.0666
13.05***
β

GARCH

Volatility persistence

0.9335
381.18***
γ

leverage

Additional response to negative shocks

-0.0002
-0.02

Persistence:

1.000

Half-life:

-