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 Thursday, April 9th, 2026
1 Day
5,228.57
decreased by 429.75
1 Week
5,443.45
decreased by 214.87
1 Month
5,007.74
decreased by 650.58
Analysis last updated: Tuesday, April 7, 2026 at 07:51 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 | |
| 0.9068 | 463.85 | |
| 0.0759 | 8.85 |
Estimation Period:
Nov 22, 2005 to Apr 6, 2026
Nov 22, 2005 to Apr 6, 2026
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