Autowallis 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 Wednesday, April 29th, 2026
1 Day
2,574.18
decreased by 71.23
1 Week
2,953.34
increased by 307.93
1 Month
4,237.44
increased by 1,592.03
Analysis last updated: Wednesday, April 29, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.99 | |
| 0.0423 | 9.01 | |
| 0.8994 | 230.26 | |
| 0.1166 | 11.36 |
Estimation Period:
Sep 6, 2018 to Apr 24, 2026
Sep 6, 2018 to Apr 24, 2026
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