V-Lab: Simon Property Group Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Simon Property Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:51.89 (-0.19)

Analysis last updated: Thursday, May 9, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0747	1.29
$β$	0.8503	23.65
$γ$	-0.0747	-0.49
$λ_{1}$	0.1268	4.24
$λ_{2}$	0.0518	5.93
$λ_{3}$	0.9454	19.86

Estimation Period:
Dec 14, 1993 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts