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, April 16th, 2026
1 Day
1,218.07
decreased by 28.82
1 Week
1,304.90
increased by 58.01
1 Month
1,400.68
increased by 153.79
Analysis last updated: Thursday, April 16, 2026 at 01:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.50 | |
| 0.0352 | 18.83 | |
| 0.9368 | 664.40 | |
| 0.0560 | 11.30 |
Estimation Period:
Mar 30, 1994 to Apr 10, 2026
Mar 30, 1994 to Apr 10, 2026
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