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Prothena Corp PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

5,436.19

increased by 608.51

1 Week

4,997.52

increased by 169.84

1 Month

5,571.45

increased by 743.77

Analysis last updated: Friday, July 10, 2026 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Prothena Corp PLC ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 21, 2012 to Jul 10, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 1232 trading days (~4.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 77% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
3.21***
α

ARCH

Response to squared shocks

0.0648
17.75***
β

GARCH

Volatility persistence

0.9099
469.98***
γ

leverage

Additional response to negative shocks

0.0496
8.65***

Persistence:

0.999

Half-life:

1232 days