Apartment Investment & Management Co 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 Friday, May 15th, 2026
1 Day
1,590.05
increased by 38.83
1 Week
1,437.40
decreased by 113.82
1 Month
1,232.53
decreased by 318.69
Analysis last updated: Thursday, May 14, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.96 | |
| 0.0599 | 34.22 | |
| 0.9254 | 782.28 | |
| 0.0293 | 10.55 |
Estimation Period:
Jul 22, 1994 to May 8, 2026
Jul 22, 1994 to May 8, 2026
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