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Phoenix Education Partne Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 9th, 2026

1 Day

6,358.10

increased by 34.82

1 Week

6,533.73

increased by 210.45

1 Month

7,324.67

increased by 1,001.39

Analysis last updated: Thursday, July 9, 2026 at 12:12 AM UTC

Date Range:

from

to

6M ·

All

graph of Phoenix Education Partne Inc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 9, 2025 to Jul 2, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 300 trading days (~1.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.06
α

ARCH

Response to squared shocks

0.0119
0.73
β

GARCH

Volatility persistence

0.9525
115.24***
γ

leverage

Additional response to negative shocks

0.0666
1.45

Persistence:

0.998

Half-life:

300 days