CTO Realty Growth Inc Spline 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
1,626.61
increased by 70.28
1 Week
1,524.95
decreased by 31.38
1 Month
1,846.00
increased by 289.67
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 | |
|---|---|---|
| 1.0356 | 3.47 | |
| 0.0729 | 0.16 | |
| 0.9271 | 2.04 | |
| -0.0111 | -0.02 | |
| -0.0050 | -0.01 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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