Prologis 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
24.52
decreased by 0.15
1 Week
24.32
decreased by 0.35
1 Month
24.18
decreased by 0.49
Analysis last updated: Thursday, June 4, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 5.16 | |
| 0.0378 | 17.08 | |
| 0.9491 | 580.81 | |
| 0.0262 | 10.39 |
Estimation Period:
Nov 21, 1997 to May 29, 2026
Nov 21, 1997 to May 29, 2026
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