Saul Centers Inc 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
6,632.68
increased by 697.99
1 Week
6,128.38
increased by 193.69
1 Month
6,212.47
increased by 277.78
Analysis last updated: Thursday, June 4, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.44 | |
| 0.0597 | 28.15 | |
| 0.9340 | 761.84 | |
| 0.0126 | 3.42 |
Estimation Period:
Aug 19, 1993 to May 29, 2026
Aug 19, 1993 to May 29, 2026
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