Allied Tecnologia Sa Spline ILLIQ Liquidity Analysis
Liquidity prediction for Friday, July 17th, 2026
1 Day
7,137.03
increased by 501.27
1 Week
5,325.91
decreased by 1,309.85
1 Month
6,359.69
decreased by 276.07
Analysis last updated: Friday, July 17, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 12, 2021 to Jul 10, 2026Model Insight
With persistence 0.997, illiquidity shocks have a half-life of 211 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9093 | 4.15*** |
α ARCH Response to squared shocks | 0.1713 | 9.96*** |
β GARCH Volatility persistence | 0.8254 | 46.57*** |
Spline Coefficients
K=1
| γ1 | -0.3879 | -4.58*** |
Persistence:
0.997
Half-life:
211 days
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