V-Lab: Public Storage Spline ILLIQ Liquidity Analysis

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V-Lab

Public Storage Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:42.49 (-0.35)

Analysis last updated: Wednesday, December 10, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0715	6.98
$α$	0.0545	12.44
$β$	0.9401	195.25
$γ_{1}$	-0.0278	-3.43
$γ_{2}$	0.0360	2.73
$γ_{3}$	0.0017	0.16
$γ_{4}$	-0.0079	-0.68

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts