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

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V-Lab

First Capital Real Estate Investment Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:1,251.11 (-76.33)

Analysis last updated: Saturday, November 15, 2025 at 02:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6844	5.43
$α$	0.0971	7.88
$β$	0.9004	70.33
$γ_{1}$	-0.0932	-1.62
$γ_{2}$	0.1516	1.52
$γ_{3}$	-0.2010	-1.35
$γ_{4}$	0.4502	1.47
$γ_{5}$	-0.9281	-1.40

Estimation Period:
Mar 30, 1994 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts