Sensyne Health PLC Asymmetric ILLIQ Liquidity Analysis
Inactive
Last recorded values (Monday, June 20th, 2022):
1 Day
138,261.10
1 Week
106,863.62
1 Month
58,346.10
Analysis last updated: Tuesday, March 31, 2026 at 08:59 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Aug 17, 2018 to Jun 17, 2022Model 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 255% more after negative returns
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.94 |
α ARCH Response to squared shocks | 0.0411 | 5.30*** |
β GARCH Volatility persistence | 0.9063 | 139.93*** |
γ leverage Additional response to negative shocks | 0.1051 | 5.86*** |
Persistence:
1.000
Half-life:
-
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