V-Lab: Simon Property Group Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Simon Property Group Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:52.13 (-0.39)

Analysis last updated: Friday, May 16, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1359	6.64
$α$	0.0388	25.08
$β$	0.9476	888.09
$γ$	0.0272	12.46

Estimation Period:
Dec 14, 1993 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts