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 Friday, April 17th, 2026
1 Day
91.25
increased by 2.69
1 Week
91.07
increased by 2.51
1 Month
88.51
decreased by 0.05
Analysis last updated: Thursday, April 16, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2537 | 1.21 | |
| 0.0581 | 0.04 | |
| 0.9419 | 0.73 | |
| 0.0020 | 0.00 |
Estimation Period:
Aug 12, 1993 to Apr 10, 2026
Aug 12, 1993 to Apr 10, 2026
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