Keel Infrastructure Corp Asymmetric ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
2,721.97
increased by 687.09
1 Week
2,235.27
increased by 200.39
1 Month
1,223.85
decreased by 811.03
Analysis last updated: Tuesday, July 14, 2026 at 09:05 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 16, 2019 to Jul 10, 2026Model Insight
With persistence 0.994, illiquidity shocks have a half-life of 122 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Asymmetry: Illiquidity rises 281% more after negative returns
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.82 |
α ARCH Response to squared shocks | 0.0670 | 12.16*** |
β GARCH Volatility persistence | 0.8332 | 259.00*** |
γ leverage Additional response to negative shocks | 0.1882 | 24.33*** |
Persistence:
0.994
Half-life:
122 days
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