Alpine Income Property Trust Inc 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 Thursday, July 2nd, 2026
1 Day
4,084.30
decreased by 258.99
1 Week
4,143.87
decreased by 199.42
1 Month
4,801.01
increased by 457.72
Analysis last updated: Wednesday, July 1, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.0600 | 12.37 | |
| 0.9091 | 364.95 | |
| 0.0619 | 6.34 |
Estimation Period:
Nov 22, 2019 to Jun 26, 2026
Nov 22, 2019 to Jun 26, 2026
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