V-Lab: Equity Residential ILLIQ-MFMEM Liquidity Analysis

V-Lab

Equity Residential ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:95.05 (-3.88)

Analysis last updated: Friday, May 16, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0596	12.09
$β$	0.9317	320.07
$γ$	-0.0596	-3.00
$λ_{1}$	0.0427	102.94
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9987	1,522.37

Estimation Period:
Aug 12, 1993 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts