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 Monday, June 29th, 2026
1 Day
1,699.99
increased by 66.99
1 Week
1,680.38
increased by 47.38
1 Month
1,908.67
increased by 275.67
Analysis last updated: Friday, June 26, 2026 at 11:32 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 | 34.34 | |
| 0.9254 | 785.58 | |
| 0.0292 | 10.54 |
Estimation Period:
Jul 22, 1994 to Jun 26, 2026
Jul 22, 1994 to Jun 26, 2026
Other Apartment Investment & Management Co Analyses
Other Asymmetric ILLIQ Analyses on Real Estate