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, April 17th, 2026
1 Day
1,066.08
increased by 109.61
1 Week
1,038.14
increased by 81.67
1 Month
1,056.81
increased by 100.34
Analysis last updated: Thursday, April 16, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.90 | |
| 0.0599 | 34.22 | |
| 0.9253 | 779.51 | |
| 0.0296 | 10.64 |
Estimation Period:
Jul 22, 1994 to Apr 10, 2026
Jul 22, 1994 to Apr 10, 2026
Other Apartment Investment & Management Co Analyses
Other Asymmetric ILLIQ Analyses on Real Estate