V-Lab: Equity Residential Spline ILLIQ Liquidity Analysis

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Equity Residential Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:98.66 (0.22)

Analysis last updated: Wednesday, December 10, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3379	5.88
$α$	0.0548	8.07
$β$	0.9391	129.10
$γ_{1}$	-0.0518	-2.82
$γ_{2}$	0.0766	2.65
$γ_{3}$	-0.0309	-1.57
$γ_{4}$	0.0222	1.35
$γ_{5}$	-0.0034	-0.12

Estimation Period:
Aug 12, 1993 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts