V-Lab: Public Storage Asymmetric ILLIQ Liquidity Analysis

V-Lab

Public Storage Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:51.98 (0.13)

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
$ω$	0.1541	8.85
$α$	0.0413	33.53
$β$	0.9499	1,049.63
$γ$	0.0162	9.34

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts