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

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V-Lab

Empire State Realty OP LP Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:2905454.00 (11551.00)

Analysis last updated: Friday, April 26, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4630	4.18
$α$	0.0569	1.09
$β$	0.0000	0.00
$γ_{1}$	2.6662	2.00
$γ_{2}$	-2.0501	-1.12
$γ_{3}$	-1.4365	-1.43
$γ_{4}$	0.9984	1.05
$γ_{5}$	-0.0724	-0.07
$γ_{6}$	1.7744	1.19
$γ_{7}$	-4.9743	-2.45
$γ_{8}$	5.6679	3.06
$γ_{9}$	-3.9551	-3.17
$γ_{10}$	-0.4912	-0.35

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM