V-Lab: Public Storage Spline ILLIQ Liquidity Analysis

V-Lab

Public Storage Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:54.53 (0.83)

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
$ω$	4.1335	15.63
$α$	0.0778	13.00
$β$	0.8962	109.31
$γ_{1}$	0.0071	23.74

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts