Sun Communities 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 Monday, June 29th, 2026
1 Day
114.21
decreased by 4.04
1 Week
118.74
increased by 0.49
1 Month
120.83
increased by 2.58
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 | |
|---|---|---|
| 0.4727 | 6.78 | |
| 0.0545 | 31.81 | |
| 0.9301 | 737.57 | |
| 0.0310 | 12.59 |
Estimation Period:
Dec 9, 1993 to Jun 26, 2026
Dec 9, 1993 to Jun 26, 2026
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