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 Thursday, April 16th, 2026
1 Day
4,150.43
decreased by 1,032.20
1 Week
4,331.77
decreased by 850.86
1 Month
3,064.68
decreased by 2,117.95
Analysis last updated: Thursday, April 16, 2026 at 06:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.51 | |
| 0.1435 | 16.44 | |
| 0.7769 | 136.77 | |
| 0.1592 | 11.38 |
Estimation Period:
Feb 10, 2009 to Apr 13, 2026
Feb 10, 2009 to Apr 13, 2026
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