Skip to main content
V-Lab

Horizon Quantum Holdings LTD Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 23rd, 2026

1 Day

7,947.15

increased by 1,917.98

1 Week

5,253.41

decreased by 775.76

1 Month

5,476.33

decreased by 552.84

Analysis last updated: Wednesday, July 22, 2026 at 09:24 PM UTC

Date Range:

from

to

6M ·

All

graph of Horizon Quantum Holdings LTD ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 20, 2026 to Jul 17, 2026

Model Insight

Illiquidity shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
0.00
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9057
53.54***
γ

leverage

Additional response to negative shocks

0.0842
2.49**

Persistence:

0.948

Half-life:

13 days