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Hedge Logistica Fundo de Investimento Imobiliario 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 Monday, July 20th, 2026

1 Day

251,249.70

decreased by 14,100.10

1 Week

276,600.54

increased by 11,250.74

1 Month

251,464.28

decreased by 13,885.52

Analysis last updated: Sunday, July 19, 2026 at 05:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hedge Logistica Fundo de Investimento Imobiliario ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 5, 2020 to Jul 17, 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
0.03
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9318
219.36***
γ

leverage

Additional response to negative shocks

0.1363
6.95***

Persistence:

1.000

Half-life:

-