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CBL & Associates Properties Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

1,195.76

increased by 7.29

1 Week

1,163.12

decreased by 25.35

1 Month

1,195.89

increased by 7.42

Analysis last updated: Friday, July 17, 2026 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of CBL & Associates Properties Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 2, 2021 to Jul 17, 2026

Model Insight

With persistence 0.992, illiquidity shocks have a half-life of 82 trading days (~0.3 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

1.0862
5.87***
α

ARCH

Response to squared shocks

0.0680
5.67***
β

GARCH

Volatility persistence

0.9236
67.38***
γi Spline Coefficients
K=1
γ1-0.2157
-3.49***

Persistence:

0.992

Half-life:

82 days