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 Monday, June 29th, 2026
1 Day
38.96
decreased by 1.43
1 Week
40.71
increased by 0.32
1 Month
41.92
increased by 1.53
Analysis last updated: Saturday, June 27, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7153 | 17,153,280.00 | |
| 0.0590 | 589,560.00 | |
| 0.9410 | 9,410,440.00 | |
| 0.0186 | 186,000.00 |
Estimation Period:
Dec 14, 1993 to Jun 26, 2026
Dec 14, 1993 to Jun 26, 2026
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