V-Lab: Prologis Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Prologis Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:35.45 (0.70)

Analysis last updated: Thursday, May 9, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0580	1.01
$β$	0.8688	154.23
$γ$	-0.0580	-0.44
$λ_{1}$	0.8301	1.43
$λ_{2}$	0.7486	1.76
$λ_{3}$	0.2346	0.56

Estimation Period:
Nov 21, 1997 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts