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 Tuesday, June 23rd, 2026
1 Day
1,506.37
decreased by 243.44
1 Week
2,226.95
increased by 477.14
1 Month
1,741.29
decreased by 8.52
Analysis last updated: Tuesday, June 23, 2026 at 05:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.53 | |
| 0.1440 | 16.61 | |
| 0.7776 | 138.24 | |
| 0.1568 | 11.25 |
Estimation Period:
Feb 10, 2009 to Jun 18, 2026
Feb 10, 2009 to Jun 18, 2026
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