V-Lab: Public Storage ILLIQ-MFMEM Liquidity Analysis

V-Lab

Public Storage ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:56.33 (0.46)

Analysis last updated: Friday, May 16, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0780	1.37
$β$	0.8250	20.15
$γ$	-0.0780	-0.53
$λ_{1}$	0.1132	1.67
$λ_{2}$	0.0378	2.79
$λ_{3}$	0.9601	59.37

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts