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 Monday, June 29th, 2026
1 Day
34.97
decreased by 1.12
1 Week
36.67
increased by 0.58
1 Month
38.40
increased by 2.31
Analysis last updated: Saturday, June 27, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1269 | 6.66 | |
| 0.0382 | 25.28 | |
| 0.9482 | 911.77 | |
| 0.0270 | 12.56 |
Estimation Period:
Dec 14, 1993 to Jun 26, 2026
Dec 14, 1993 to Jun 26, 2026
Other Simon Property Group Inc Analyses
Other Asymmetric ILLIQ Analyses on Real Estate