Semilux International Ltd -Redh 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 Monday, July 20th, 2026
1 Day
470,302,200.00
decreased by 19,645,800.00
1 Week
482,657,550.00
decreased by 7,290,450.00
1 Month
263,730,840.94
decreased by 226,217,159.06
Analysis last updated: Saturday, July 18, 2026 at 09:56 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 28, 2022 to Jul 17, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.01 |
α ARCH Response to squared shocks | 0.0445 | 2.97*** |
β GARCH Volatility persistence | 0.9375 | 156.53*** |
γ leverage Additional response to negative shocks | 0.0360 | 1.19 |
Persistence:
1.000
Half-life:
1386294 days
Other Semilux International Ltd -Redh Analyses
Other Asymmetric ILLIQ Analyses on Equities