NET Lease Office Properties 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 Monday, June 29th, 2026
1 Day
5,350.83
increased by 47.15
1 Week
5,435.80
increased by 132.12
1 Month
6,116.28
increased by 812.60
Analysis last updated: Saturday, June 27, 2026 at 12:00 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0709 | 6.93 | |
| 0.9323 | 233.43 | |
| -0.0063 | -0.38 |
Estimation Period:
Nov 2, 2023 to Jun 26, 2026
Nov 2, 2023 to Jun 26, 2026
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