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 Thursday, April 16th, 2026
1 Day
20.95
decreased by 0.36
1 Week
22.00
increased by 0.69
1 Month
23.71
increased by 2.40
Analysis last updated: Wednesday, April 15, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0791 | 5.19 | |
| 0.0380 | 17.10 | |
| 0.9489 | 578.26 | |
| 0.0261 | 10.30 |
Estimation Period:
Nov 21, 1997 to Apr 10, 2026
Nov 21, 1997 to Apr 10, 2026
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