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Advanced Chemical Industries PLC Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Wednesday, October 7th, 2026

1 Day

71,337,030,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00

unchanged at 0.00

1 Week

71,337,030,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00

unchanged at 0.00

1 Month

71,337,029,999,999,990,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00

decreased by 9,745,314,011,400,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00

Analysis last updated: Wednesday, October 7, 2026 at 06:09 PM UTC

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Date Range:

from

10/06/2024

to

10/06/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Advanced Chemical Industries PLC ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Apr 19, 2002 to Oct 1, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 1389 trading days (~5.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

High persistence: persistence 1.000, shock half-life ~1389 days
ParamValuet-stat
ωconst79.9657
αARCH0.9331
βGARCH0.0664
∑γi Spline Coefficients
K=10
γ10.2986
γ2-1.1450
γ31.9972
γ4-1.2180
γ5-15.9003
γ6-4.1497
γ720.2678
γ8128.5342
γ9-234.7702
γ10131.9626

1.000

Persistence

1389d

Half-life
μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

79.9657
α

ARCH

Response to squared shocks

0.9331
β

GARCH

Volatility persistence

0.0664
∑γi Spline Coefficients
K=10
γ10.2986
γ2-1.1450
γ31.9972
γ4-1.2180
γ5-15.9003
γ6-4.1497
γ720.2678
γ8128.5342
γ9-234.7702
γ10131.9626

Persistence:

1.000

Half-life:

1389 days