Electra Real Estate Ltd 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 Tuesday, April 28th, 2026
1 Day
4,508.19
decreased by 263.85
1 Week
4,728.88
decreased by 43.16
1 Month
5,365.71
increased by 593.67
Analysis last updated: Tuesday, April 28, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.58 | |
| 0.0552 | 17.46 | |
| 0.9069 | 464.11 | |
| 0.0759 | 8.86 |
Estimation Period:
Nov 22, 2005 to Apr 24, 2026
Nov 22, 2005 to Apr 24, 2026
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