Apartment Investment & Management Co Spline 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
1,565.80
increased by 13.24
1 Week
1,450.86
decreased by 101.70
1 Month
1,289.09
decreased by 263.47
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 | |
|---|---|---|
| 1.0954 | 5.54 | |
| 0.0762 | 12.19 | |
| 0.9238 | 148.09 | |
| 0.0134 | 1.15 |
Estimation Period:
Jul 22, 1994 to May 8, 2026
Jul 22, 1994 to May 8, 2026
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