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SBA Communications Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

87.17

decreased by 4.85

1 Week

92.02

decreased by 0.00

1 Month

104.82

increased by 12.80

Analysis last updated: Friday, July 17, 2026 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SBA Communications Corp ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 16, 1999 to Jul 17, 2026

Model Insight

With persistence 0.997, illiquidity shocks have a half-life of 201 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 140% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6458
13.43***
α

ARCH

Response to squared shocks

0.0416
24.19***
β

GARCH

Volatility persistence

0.9259
764.56***
γ

leverage

Additional response to negative shocks

0.0582
21.57***

Persistence:

0.997

Half-life:

201 days