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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allied Tecnologia Sa ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 12, 2021 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.3879
-4.58***

Persistence:

0.997

Half-life:

211 days