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 Friday, June 5th, 2026
1 Day
124.22
decreased by 3.23
1 Week
127.37
decreased by 0.08
1 Month
121.39
decreased by 6.06
Analysis last updated: Thursday, June 4, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4854 | 6.91 | |
| 0.0544 | 31.74 | |
| 0.9300 | 735.73 | |
| 0.0312 | 12.70 |
Estimation Period:
Dec 9, 1993 to May 29, 2026
Dec 9, 1993 to May 29, 2026
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