IGB Reit Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, July 7th, 2026
1 Day
1,892.31
increased by 385.24
1 Week
1,642.02
increased by 134.95
1 Month
1,881.77
increased by 374.70
Analysis last updated: Tuesday, July 7, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.02 | |
| 0.0696 | 13.85 | |
| 0.9497 | 489.01 | |
| -0.0384 | -5.70 |
Estimation Period:
Sep 21, 2012 to Jul 3, 2026
Sep 21, 2012 to Jul 3, 2026
Other IGB Reit Analyses
Other Asymmetric ILLIQ Analyses on Real Estate