Skip to main content
V-Lab

Sinpas Gayrimenkul Yatirim Ortakligi AS 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

373.34

increased by 36.41

1 Week

352.09

increased by 15.16

1 Month

307.74

decreased by 29.19

Analysis last updated: Sunday, July 19, 2026 at 04:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinpas Gayrimenkul Yatirim Ortakligi AS ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 22, 2007 to Jul 17, 2026

Model 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 62% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.7466
14.99***
α

ARCH

Response to squared shocks

0.1097
23.13***
β

GARCH

Volatility persistence

0.8563
365.48***
γ

leverage

Additional response to negative shocks

0.0680
9.79***

Persistence:

1.000

Half-life:

-