V-Lab: Prologis Inc Spline ILLIQ Liquidity Analysis

V-Lab

Prologis Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:29.28 (1.56)

Analysis last updated: Tuesday, August 5, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3011	6.35
$α$	0.0520	8.07
$β$	0.9452	120.71
$γ_{1}$	-0.0082	-1.70
$γ_{2}$	0.0183	2.17

Estimation Period:
Nov 21, 1997 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts