Simon Property Group 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
37.99
increased by 0.27
1 Week
39.21
increased by 1.49
1 Month
45.73
increased by 8.01
Analysis last updated: Thursday, June 4, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1294 | 6.73 | |
| 0.0383 | 25.28 | |
| 0.9482 | 909.96 | |
| 0.0269 | 12.49 |
Estimation Period:
Dec 14, 1993 to May 29, 2026
Dec 14, 1993 to May 29, 2026
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