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Pantheon Infrastructure PLC 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 Tuesday, July 14th, 2026

1 Day

19,515.59

increased by 1,734.98

1 Week

18,661.36

increased by 880.75

1 Month

19,264.01

increased by 1,483.40

Analysis last updated: Tuesday, July 14, 2026 at 08:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Pantheon Infrastructure PLC ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 16, 2021 to Jul 10, 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
0.11
α

ARCH

Response to squared shocks

0.0419
6.76***
β

GARCH

Volatility persistence

0.9680
359.60***
γ

leverage

Additional response to negative shocks

-0.0199
-2.41**

Persistence:

1.000

Half-life:

-