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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Semilux International Ltd -Redh ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 28, 2022 to Jul 17, 2026

Model 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

ParameterValuet-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