CTO Realty Growth Inc Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, June 29th, 2026
1 Day
1,936.58
increased by 0.30
1 Week
1,959.87
increased by 23.59
1 Month
1,827.99
decreased by 108.29
Analysis last updated: Saturday, June 27, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.53 | |
| 0.0508 | 25.14 | |
| 0.9340 | 851.44 | |
| 0.0303 | 9.71 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2026
Jan 1, 1990 to Jun 26, 2026
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