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V-Lab

Mitre Realty Empreendimentos Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

5,045.65

decreased by 644.87

1 Week

5,443.70

decreased by 246.82

1 Month

5,257.03

decreased by 433.49

Analysis last updated: Tuesday, July 21, 2026 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mitre Realty Empreendimentos ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 5, 2020 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 66 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9155
7.22***
α

ARCH

Response to squared shocks

0.1172
7.17***
β

GARCH

Volatility persistence

0.8723
52.08***
γi Spline Coefficients
K=1
γ1-0.0878
-2.48**

Persistence:

0.990

Half-life:

66 days