V-Lab: Prologis Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Prologis Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:29.33 (-1.00)

Analysis last updated: Friday, April 26, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6056	2.03
$α$	0.0715	9.77
$β$	0.9285	65.46
$γ_{1}$	-0.0344	-0.75
$γ_{2}$	0.1254	1.87

Estimation Period:
Nov 21, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts