Agstar 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 Friday, June 12th, 2026
1 Day
6,235.80
increased by 928.79
1 Week
5,436.41
increased by 129.40
1 Month
5,606.90
increased by 299.89
Analysis last updated: Friday, June 12, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5561 | 0.11 | |
| 0.0210 | 14.27 | |
| 0.9789 | 823.95 | |
| 0.0003 | 0.07 |
Estimation Period:
Feb 22, 2012 to Jun 5, 2026
Feb 22, 2012 to Jun 5, 2026
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