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, May 15th, 2026
1 Day
51.75
decreased by 0.68
1 Week
50.10
decreased by 2.33
1 Month
44.91
decreased by 7.52
Analysis last updated: Thursday, May 14, 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 | |
|---|---|---|
| 0.1331 | 6.91 | |
| 0.0385 | 25.32 | |
| 0.9479 | 904.53 | |
| 0.0269 | 12.42 |
Estimation Period:
Dec 14, 1993 to May 8, 2026
Dec 14, 1993 to May 8, 2026
Other Simon Property Group Inc Analyses
Other Asymmetric ILLIQ Analyses on Real Estate