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, June 5th, 2026
1 Day
4,241.81
increased by 2,577.47
1 Week
2,219.94
increased by 555.60
1 Month
1,700.92
increased by 36.58
Analysis last updated: Thursday, June 4, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.97 | |
| 0.0600 | 34.29 | |
| 0.9253 | 783.52 | |
| 0.0293 | 10.53 |
Estimation Period:
Jul 22, 1994 to May 29, 2026
Jul 22, 1994 to May 29, 2026
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