V-Lab: Public Storage Spline ILLIQ Liquidity Analysis

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V-Lab

Public Storage Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 13th, 2024:68.46 (-2.93)

Analysis last updated: Friday, May 10, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0732	6.91
$α$	0.0561	12.30
$β$	0.9385	187.52
$γ_{1}$	-0.0297	-3.12
$γ_{2}$	0.0374	2.40
$γ_{3}$	0.0016	0.14
$γ_{4}$	-0.0023	-0.18

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts