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 Friday, June 5th, 2026
1 Day
1,735.36
increased by 17.56
1 Week
1,646.88
decreased by 70.92
1 Month
1,913.00
increased by 195.20
Analysis last updated: Thursday, June 4, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.47 | |
| 0.0510 | 25.17 | |
| 0.9339 | 848.97 | |
| 0.0303 | 9.72 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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