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 Thursday, May 14th, 2026
1 Day
535.15
increased by 5.95
1 Week
545.64
increased by 16.44
1 Month
817.95
increased by 288.75
Analysis last updated: Thursday, May 14, 2026 at 12:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.29 | |
| 0.0355 | 18.75 | |
| 0.9359 | 643.22 | |
| 0.0573 | 11.31 |
Estimation Period:
Mar 30, 1994 to May 8, 2026
Mar 30, 1994 to May 8, 2026
Other First Capital Real Estate Investment Trust Analyses
Other Asymmetric ILLIQ Analyses on Real Estate