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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Mar 20, 2026 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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