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

Skip to main content

V-Lab

First Capital Real Estate Investment Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:946.04 (-80.74)

Analysis last updated: Thursday, December 11, 2025 at 02:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4786	5.77
$α$	0.0990	7.40
$β$	0.8995	65.39
$γ_{1}$	-0.1801	-1.14
$γ_{2}$	0.2704	1.05
$γ_{3}$	-0.1616	-0.87
$γ_{4}$	0.0869	0.77
$γ_{5}$	0.1472	1.20
$γ_{6}$	-0.9585	-1.34

Estimation Period:
Mar 30, 1994 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts