Simon Property Group Inc Spline 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, June 5th, 2026
1 Day
2,348,829.00
increased by 1.00
1 Week
2,330,345.00
decreased by 18,483.00
1 Month
2,207,252.82
decreased by 141,575.18
Analysis last updated: Thursday, June 4, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5319 | 25,318,940.00 | |
| 0.0931 | 931,460.00 | |
| 0.9069 | 9,068,540.00 | |
| 0.0256 | 256,300.00 |
Estimation Period:
Dec 14, 1993 to May 29, 2026
Dec 14, 1993 to May 29, 2026
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