Equity Residential Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, June 29th, 2026
1 Day
82.28
increased by 2.04
1 Week
78.26
decreased by 1.98
1 Month
71.84
decreased by 8.40
Analysis last updated: Friday, June 26, 2026 at 11:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1173 | 5.19 | |
| 0.0478 | 0.25 | |
| 0.9522 | 4.91 | |
| 0.0136 | 0.45 |
Estimation Period:
Aug 12, 1993 to Jun 26, 2026
Aug 12, 1993 to Jun 26, 2026
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