V-Lab: Equity Residential Asymmetric ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Equity Residential Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:94.27 (-1.63)

Analysis last updated: Friday, May 10, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2380	7.69
$α$	0.0372	23.32
$β$	0.9541	974.58
$γ$	0.0159	6.20

Estimation Period:
Aug 12, 1993 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts