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 Monday, June 29th, 2026
1 Day
24.39
decreased by 0.92
1 Week
25.31
decreased by 0.00
1 Month
24.70
decreased by 0.61
Analysis last updated: Saturday, June 27, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0787 | 5.30 | |
| 0.0378 | 17.08 | |
| 0.9491 | 582.65 | |
| 0.0262 | 10.39 |
Estimation Period:
Nov 21, 1997 to Jun 26, 2026
Nov 21, 1997 to Jun 26, 2026
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