Industrial Logistics Properties Trust Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 20th, 2026
1 Day
5,161.71
decreased by 177.57
1 Week
5,574.57
increased by 235.29
1 Month
5,840.27
increased by 500.99
Analysis last updated: Friday, July 17, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 15, 2018 to Jul 17, 2026Model Insight
With persistence 0.995, illiquidity shocks have a half-life of 153 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1006 | 5.62*** |
α ARCH Response to squared shocks | 0.0919 | 8.81*** |
β GARCH Volatility persistence | 0.9036 | 82.57*** |
Spline Coefficients
K=1
| γ1 | 0.0063 | 0.24 |
Persistence:
0.995
Half-life:
153 days
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