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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 2, 2010 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 48 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0176 | -3.90*** |
Persistence:
0.986
Half-life:
48 days
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