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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Intel Corp ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model 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

ParameterValuet-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