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Emlak Konut Gayrimenkul Yatirim Ortakligi AS Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

6.52

decreased by 0.07

1 Week

6.85

increased by 0.26

1 Month

8.39

increased by 1.80

Analysis last updated: Sunday, July 19, 2026 at 04:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Emlak Konut Gayrimenkul Yatirim Ortakligi AS ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 2, 2010 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 48 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.1112
5.56***
α

ARCH

Response to squared shocks

0.1548
6.21***
β

GARCH

Volatility persistence

0.8308
30.66***
γi Spline Coefficients
K=1
γ1-0.0176
-3.90***

Persistence:

0.986

Half-life:

48 days