First Capital Real Estate Investment Trust 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 Monday, June 29th, 2026
1 Day
407.94
decreased by 4.46
1 Week
417.31
increased by 4.91
1 Month
366.06
decreased by 46.34
Analysis last updated: Saturday, June 27, 2026 at 11:49 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.94 | |
| 0.0361 | 18.21 | |
| 0.9347 | 614.10 | |
| 0.0584 | 11.04 |
Estimation Period:
Mar 30, 1994 to Jun 26, 2026
Mar 30, 1994 to Jun 26, 2026
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