Reach Subsea Asa 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 Wednesday, July 15th, 2026
1 Day
19,057.51
decreased by 214.50
1 Week
19,431.04
increased by 159.03
1 Month
18,405.29
decreased by 866.72
Analysis last updated: Wednesday, July 15, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 5, 1992 to Jul 10, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.04 |
α ARCH Response to squared shocks | 0.0016 | 0.91 |
β GARCH Volatility persistence | 0.9786 | 508.89*** |
γ leverage Additional response to negative shocks | 0.0395 | 1.69* |
Persistence:
1.000
Half-life:
-
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