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, June 4th, 2026
1 Day
365.53
increased by 13.16
1 Week
364.52
increased by 12.15
1 Month
476.94
increased by 124.57
Analysis last updated: Thursday, June 4, 2026 at 12:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.16 | |
| 0.0359 | 18.66 | |
| 0.9350 | 624.61 | |
| 0.0582 | 11.23 |
Estimation Period:
Mar 30, 1994 to May 29, 2026
Mar 30, 1994 to May 29, 2026
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