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Wang & LEE Group Inc 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 Tuesday, July 21st, 2026

1 Day

361,534,200.00

decreased by 52,623,400.00

1 Week

414,000,600.00

decreased by 157,000.00

1 Month

513,511,100.00

increased by 99,353,500.00

Analysis last updated: Tuesday, July 21, 2026 at 12:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Wang & LEE Group Inc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 20, 2023 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.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.00
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8729
179.65***
γ

leverage

Additional response to negative shocks

0.2541
19.43***

Persistence:

1.000

Half-life:

-