Intel Corp Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 22nd, 2026
1 Day
4.41
increased by 0.10
1 Week
4.41
increased by 0.10
1 Month
3.87
decreased by 0.44
Analysis last updated: Tuesday, July 21, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 3073 trading days (~12.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: Illiquidity rises 112% more after negative returns
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0493 | 8.29*** |
α ARCH Response to squared shocks | 0.0470 | 15.45*** |
β GARCH Volatility persistence | 0.9266 | 328.92*** |
γ leverage Additional response to negative shocks | 0.0524 | 16.06*** |
Persistence:
1.000
Half-life:
3073 days
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