V-Lab: Equity Residential ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Equity Residential ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:82.93 (-5.27)

Analysis last updated: Friday, May 17, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0716	1.62
$β$	0.8507	24.02
$γ$	-0.0716	-0.59
$λ_{1}$	0.1890	2.86
$λ_{2}$	0.0364	7.33
$λ_{3}$	0.9613	42.79

Estimation Period:
Aug 12, 1993 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts