V-Lab: Public Storage Spline ILLIQ Liquidity Analysis

V-Lab

Public Storage Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:39.39 (-1.31)

Analysis last updated: Tuesday, August 5, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9376	5.35
$α$	0.0575	1.29
$β$	0.9425	21.11
$γ_{1}$	0.0254	0.12
$γ_{2}$	0.0350	0.12
$γ_{3}$	-0.1516	-0.67
$γ_{4}$	0.0044	0.01
$γ_{5}$	0.1674	0.92
$γ_{6}$	-0.1278	-1.02
$γ_{7}$	0.1076	0.76
$γ_{8}$	-0.0016	-0.01
$γ_{9}$	-0.1371	-0.73

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts