SA Corporate Real Estate Fund Nominees Pty Ltd 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 Wednesday, April 29th, 2026
1 Day
2,778.28
decreased by 25.96
1 Week
2,817.47
increased by 13.23
1 Month
2,888.51
increased by 84.27
Analysis last updated: Wednesday, April 29, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4540 | 0.58 | |
| 0.0208 | 3.61 | |
| 0.9892 | 2,424.61 | |
| -0.0201 | -3.22 |
Estimation Period:
Apr 23, 1996 to Apr 24, 2026
Apr 23, 1996 to Apr 24, 2026
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