ESR-REIT Asymmetric 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, June 26th, 2026
1 Day
4,244.41
decreased by 72.83
1 Week
4,045.73
decreased by 271.51
1 Month
4,576.69
increased by 259.45
Analysis last updated: Friday, June 26, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.25 | |
| 0.0621 | 13.55 | |
| 0.9362 | 438.11 | |
| 0.0034 | 0.66 |
Estimation Period:
Oct 4, 2006 to Jun 19, 2026
Oct 4, 2006 to Jun 19, 2026
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