Industrial Logistics Properties Trust 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 22nd, 2026
1 Day
6,365.38
decreased by 87.10
1 Week
6,034.95
decreased by 417.53
1 Month
6,083.59
decreased by 368.89
Analysis last updated: Thursday, June 18, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.23 | |
| 0.0508 | 12.42 | |
| 0.9253 | 401.60 | |
| 0.0479 | 7.83 |
Estimation Period:
Jan 15, 2018 to Jun 18, 2026
Jan 15, 2018 to Jun 18, 2026
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