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 Monday, June 29th, 2026
1 Day
4,846.70
decreased by 236.11
1 Week
5,303.89
increased by 221.08
1 Month
5,788.85
increased by 706.04
Analysis last updated: Friday, June 26, 2026 at 11:36 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 | |
| 0.0595 | 28.11 | |
| 0.9341 | 763.14 | |
| 0.0129 | 3.49 |
Estimation Period:
Aug 19, 1993 to Jun 26, 2026
Aug 19, 1993 to Jun 26, 2026
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