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, August 5th, 2025:2,722.98 (-158.31)

Analysis last updated: Sunday, August 3, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0821	3.62
$β$	0.9179	283.48
$γ$	-0.0654	-1.31
$λ_{1}$	1.0883	6.64
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9984	1,222.03

Estimation Period:
Mar 30, 1994 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts