Prologis Inc Spline 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
22.09
decreased by 0.52
1 Week
22.93
increased by 0.32
1 Month
21.66
decreased by 0.95
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 | |
|---|---|---|
| 1.0454 | 5.19 | |
| 0.0561 | 9.57 | |
| 0.9439 | 161.08 | |
| -0.0422 | -0.87 | |
| 0.0576 | 0.88 | |
| -0.0299 | -0.64 |
Estimation Period:
Nov 21, 1997 to May 8, 2026
Nov 21, 1997 to May 8, 2026
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