Itau Tempus Fundo De Investimento Imobiliario ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Monday, July 20th, 2026
1 Day
404,067.80
decreased by 836,204.20
1 Week
500,018.54
decreased by 740,253.46
1 Month
971,355.64
decreased by 268,916.36
Analysis last updated: Sunday, July 19, 2026 at 05:09 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 9, 2023 to Jul 17, 2026Boundary Parameters
Model Insight
Illiquidity shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.
μ
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.5977 | 13.00*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | -0.5000 | -6.29*** |
λ₁ tau intercept Baseline long-term coefficient | 305,305.3000 |
Persistence:
0.348
Half-life:
1 days
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