V-Lab: Empire State Realty OP LP ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Empire State Realty OP LP ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:4938102.00 (232375.00)

Analysis last updated: Wednesday, May 8, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0427	0.02
$β$	0.0000	0.00
$γ$	-0.0427	-0.01
$λ_{1}$	10.0000	0.00
$λ_{2}$	1.0000	0.02
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 8, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Empire State Realty OP LP Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ