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V-Lab

Saul Centers Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

3,752.06

decreased by 241.63

1 Week

3,677.54

decreased by 316.15

1 Month

4,282.40

increased by 288.71

Analysis last updated: Friday, July 17, 2026 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saul Centers Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 19, 1993 to Jul 17, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 29 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7947
10.58***
α

ARCH

Response to squared shocks

0.0827
12.10***
β

GARCH

Volatility persistence

0.8940
100.04***
γi Spline Coefficients
K=3
γ1-0.0268
-8.84***
γ20.0446
9.69***
γ3-0.0291
-7.50***

Persistence:

0.977

Half-life:

29 days