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

V-Lab

Simon Property Group Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:51.62 (0.76)

Analysis last updated: Friday, May 16, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0726	1.09
$β$	0.8529	37.05
$γ$	-0.0726	-0.46
$λ_{1}$	0.2712	6.08
$λ_{2}$	0.1113	2.87
$λ_{3}$	0.8828	5.91

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts