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, April 17th, 2026
1 Day
1,099.63
increased by 152.48
1 Week
1,033.31
increased by 86.16
1 Month
1,007.22
increased by 60.07
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 | |
|---|---|---|
| 1.1828 | 11,828,260.00 | |
| 0.0767 | 766,600.00 | |
| 0.9233 | 9,233,400.00 | |
| 0.0157 | 157,090.00 |
Estimation Period:
Jul 22, 1994 to Apr 10, 2026
Jul 22, 1994 to Apr 10, 2026
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