V-Lab: Equity Residential Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Equity Residential Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:103.84 (-4.01)

Analysis last updated: Friday, April 26, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3358	5.80
$α$	0.0472	10.79
$β$	0.9469	176.93
$γ_{1}$	-0.1613	-3.20
$γ_{2}$	0.2261	2.82
$γ_{3}$	-0.0773	-1.48
$γ_{4}$	0.0222	0.52
$γ_{5}$	-0.0080	-0.20
$γ_{6}$	0.0158	0.42
$γ_{7}$	-0.0299	-0.60

Estimation Period:
Aug 12, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts