Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Corp America Airports SA ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 1, 2018 to Jul 17, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0954
-5.17***

Persistence:

0.985

Half-life:

45 days