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 Thursday, June 4th, 2026
1 Day
5,172.45
decreased by 163.08
1 Week
5,471.26
increased by 135.73
1 Month
5,290.68
decreased by 44.85
Analysis last updated: Thursday, June 4, 2026 at 08:01 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 | |
| 0.0617 | 13.51 | |
| 0.9363 | 438.35 | |
| 0.0039 | 0.76 |
Estimation Period:
Oct 4, 2006 to May 29, 2026
Oct 4, 2006 to May 29, 2026
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