Corp America Airports SA Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 22nd, 2026
1 Day
2,966.19
increased by 432.22
1 Week
2,665.47
increased by 131.50
1 Month
3,167.99
increased by 634.02
Analysis last updated: Tuesday, July 21, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Feb 1, 2018 to Jul 17, 2026Model Insight
This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 45 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3603 | 8.84*** |
α ARCH Response to squared shocks | 0.0902 | 6.48*** |
β GARCH Volatility persistence | 0.8945 | 56.94*** |
Spline Coefficients
K=1
| γ1 | -0.0954 | -5.17*** |
Persistence:
0.985
Half-life:
45 days
Other Corp America Airports SA Analyses
Other Spline ILLIQ Analyses on Equities