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Mekdam Holding Group W.L.L 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 13th, 2026

1 Day

25,640.32

decreased by 1,869.86

1 Week

26,698.11

decreased by 812.07

1 Month

22,874.54

decreased by 4,635.64

Analysis last updated: Tuesday, July 14, 2026 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mekdam Holding Group W.L.L ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 7, 2021 to Jul 9, 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.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.12
α

ARCH

Response to squared shocks

0.1235
8.06***
β

GARCH

Volatility persistence

0.8548
170.58***
γ

leverage

Additional response to negative shocks

0.0435
1.42

Persistence:

1.000

Half-life:

-