Safe Bulkers Inc 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
4,357.35
1 Week
4,483.22
1 Month
5,456.66
Analysis last updated: Monday, July 13, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 29, 2008 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.
Asymmetry: Illiquidity rises 160% more after negative returns
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.66 |
α ARCH Response to squared shocks | 0.0562 | 18.39*** |
β GARCH Volatility persistence | 0.8989 | 485.89*** |
γ leverage Additional response to negative shocks | 0.0899 | 19.73*** |
Persistence:
1.000
Half-life:
-
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