V-Lab: Public Storage Asymmetric ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Public Storage Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:67.59 (-2.64)

Analysis last updated: Friday, May 10, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1536	8.89
$α$	0.0428	33.74
$β$	0.9487	1020.12
$γ$	0.0156	8.80

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts