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 Thursday, April 16th, 2026
1 Day
36.83
increased by 0.60
1 Week
37.36
increased by 1.13
1 Month
37.56
increased by 1.33
Analysis last updated: Wednesday, April 15, 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 | |
|---|---|---|
| 0.1275 | 6.56 | |
| 0.0382 | 25.23 | |
| 0.9482 | 906.48 | |
| 0.0271 | 12.56 |
Estimation Period:
Dec 14, 1993 to Apr 10, 2026
Dec 14, 1993 to Apr 10, 2026
Other Simon Property Group Inc Analyses
Other Asymmetric ILLIQ Analyses on Real Estate