V-Lab: Prologis Inc Spline ILLIQ Liquidity Analysis

V-Lab

Prologis Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:28.37 (0.67)

Analysis last updated: Friday, May 16, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2975	6.32
$α$	0.0522	8.07
$β$	0.9450	120.18
$γ_{1}$	-0.0084	-1.69
$γ_{2}$	0.0184	2.14

Estimation Period:
Nov 21, 1997 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts