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Immobiliare Grande Distribuzione SIIQ SpA 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

35,182.24

increased by 2,275.58

1 Week

34,133.43

increased by 1,226.77

1 Month

40,649.17

increased by 7,742.51

Analysis last updated: Sunday, July 19, 2026 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Immobiliare Grande Distribuzione SIIQ SpA ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 10, 2005 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.

Asymmetry: Illiquidity rises 161% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.33
α

ARCH

Response to squared shocks

0.0510
18.55***
β

GARCH

Volatility persistence

0.9079
609.30***
γ

leverage

Additional response to negative shocks

0.0823
14.48***

Persistence:

1.000

Half-life:

-