V-Lab: First Capital Real Estate Investment Trust Asymmetric ILLIQ Liquidity Analysis

V-Lab

First Capital Real Estate Investment Trust Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:1,232.00 (111.15)

Analysis last updated: Saturday, May 17, 2025 at 01:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	3.41
$α$	0.0349	18.13
$β$	0.9364	642.68
$γ$	0.0574	11.36

Estimation Period:
Mar 30, 1994 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts