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

V-Lab

| |

V-Lab

First Capital Real Estate Investment Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 21st, 2024:2356.02 (-343.49)

Analysis last updated: Saturday, May 18, 2024 at 04:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.2118	0.19
$β$	0.3792	1.78
$γ$	-0.2118	-0.09
$λ_{1}$	10.0000	0.15
$λ_{2}$	0.1304	0.22
$λ_{3}$	0.8696	7.28

Estimation Period:
Mar 30, 1994 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts