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Sumou Real Estate Company Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

9,459.50

decreased by 1,358.97

1 Week

8,426.14

decreased by 2,392.33

1 Month

7,357.90

decreased by 3,460.57

Analysis last updated: Tuesday, July 21, 2026 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sumou Real Estate Company ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 11, 2020 to Jul 16, 2026

Model Insight

With persistence 0.996, illiquidity shocks have a half-life of 186 trading days (~0.7 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

1.1356
2.18**
α

ARCH

Response to squared shocks

0.2772
11.57***
β

GARCH

Volatility persistence

0.7190
30.23***
γi Spline Coefficients
K=2
γ1-0.8031
-4.83***
γ21.4316
5.52***

Persistence:

0.996

Half-life:

186 days