Caixa Rio Bravo Fundo de Fundos de Investimento Imobiliario 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 Thursday, June 18th, 2026
1 Day
1,274,445.00
decreased by 69,067.00
1 Week
1,208,770.86
decreased by 134,741.14
1 Month
873,118.39
decreased by 470,393.61
Analysis last updated: Thursday, June 18, 2026 at 09:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.03 | |
| 0.0448 | 14.30 | |
| 0.9471 | 391.04 | |
| 0.0161 | 1.72 |
Estimation Period:
Apr 9, 2014 to Jun 12, 2026
Apr 9, 2014 to Jun 12, 2026
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