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, April 17th, 2026
1 Day
35.49
decreased by 1.34
1 Week
36.70
decreased by 0.13
1 Month
37.44
increased by 0.61
Analysis last updated: Thursday, April 16, 2026 at 09:54 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
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