ACI Formulations PLC Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Sunday, June 7th, 2026
1 Day
1,416.96
decreased by 111.92
1 Week
1,589.45
increased by 60.57
1 Month
2,463.51
increased by 934.63
Analysis last updated: Friday, June 5, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.52 | |
| 0.1440 | 16.58 | |
| 0.7770 | 137.55 | |
| 0.1580 | 11.31 |
Estimation Period:
Feb 10, 2009 to Jun 4, 2026
Feb 10, 2009 to Jun 4, 2026
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