Make associative array into a collection similar to Eloquent query collection

I have a class that is receiving API data and I would like to wrap all of the responses into a collection class. So, I receive the data from the API call, turn it into a plain associative php array, and wrap it using the collect() helper.

I was half expecting it to work just like Eloquent does where you can reference a key as a collection property, but it doesn't.

Here is an example of response data I would receive:

$data = [
    'status' => 'SUCCESS',
    'message' => 'Your request was received.',
    'data' => [
        'first_name' => 'John',
        'last_name' => 'Doe',
        'address' => [
            'street' => '123 Main St.',
            'city' => 'Any City',
            'state' => 'TX',
            'zip' => '12345',
            'country' => 'USA'
        ],
        'email' => 'john@doe.com',
        'phone' => '(123) 456-7890',
        'role' => 'Administrator',
        'active_orders' => 3
    ]
];

$response = collect($data);

I would like to be able to wrap this data in a collection and use it like so:

$response->data->address->street or $response->data->first_name

However, I get an error that says Property [data] does not exist on this collection instance. I have to refer to it like an array if I want to access it. E.g. $response['data']['first_name']. If I wanted to use that syntax I would just keep it as an array.

How can I recursively set my collection properties as the array key names so I can use it much like I would an Eloquent query?