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, May 15th, 2026
1 Day
23.82
decreased by 0.67
1 Week
24.42
decreased by 0.07
1 Month
23.05
decreased by 1.44
Analysis last updated: Thursday, May 14, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0817 | 5.41 | |
| 0.0380 | 17.09 | |
| 0.9489 | 577.90 | |
| 0.0262 | 10.36 |
Estimation Period:
Nov 21, 1997 to May 8, 2026
Nov 21, 1997 to May 8, 2026
Other Prologis Inc Analyses
Other Asymmetric ILLIQ Analyses on Real Estate