V-Lab: Empire State Realty OP LP Spline ILLIQ Liquidity Analysis

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V-Lab

Empire State Realty OP LP Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:3749890.00 (-8222.00)

Analysis last updated: Thursday, May 16, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4638	4.18
$α$	0.0569	1.08
$β$	0.0000	0.00
$γ_{1}$	2.6660	2.00
$γ_{2}$	-2.0497	-1.12
$γ_{3}$	-1.4370	-1.43
$γ_{4}$	0.9989	1.05
$γ_{5}$	-0.0730	-0.07
$γ_{6}$	1.7758	1.19
$γ_{7}$	-4.9758	-2.45
$γ_{8}$	5.6659	3.05
$γ_{9}$	-3.9447	-3.17
$γ_{10}$	-0.5263	-0.40

Estimation Period:
Oct 8, 2013 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Empire State Realty OP LP Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM