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, May 15th, 2026
1 Day
52.54
decreased by 0.12
1 Week
50.90
decreased by 1.76
1 Month
46.75
decreased by 5.91
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 | |
|---|---|---|
| 1.1573 | 8.43 | |
| 0.0537 | 9.25 | |
| 0.9463 | 163.08 | |
| 0.0087 | 1.16 |
Estimation Period:
Dec 14, 1993 to May 8, 2026
Dec 14, 1993 to May 8, 2026
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