V-Lab: Equity Residential Spline ILLIQ Liquidity Analysis

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V-Lab

Equity Residential Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:94.18 (-0.27)

Analysis last updated: Wednesday, May 8, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3474	5.73
$α$	0.0468	10.87
$β$	0.9488	191.41
$γ_{1}$	-0.0594	-2.48
$γ_{2}$	0.0876	2.28
$γ_{3}$	-0.0358	-1.36
$γ_{4}$	0.0241	1.08
$γ_{5}$	-0.0214	-0.71

Estimation Period:
Aug 12, 1993 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts