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

V-Lab

First Capital Real Estate Investment Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:1,686.42 (330.60)

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
$m$	126
$α$	0.0829	3.68
$β$	0.9172	285.82
$γ$	-0.0654	-1.34
$λ_{1}$	1.0386	6.74
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9984	1,281.66

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts