Barratt Redrow 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 26th, 2026
1 Day
814.82
decreased by 21.01
1 Week
814.25
decreased by 21.58
1 Month
899.55
increased by 63.72
Analysis last updated: Friday, June 26, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3519 | 3.99 | |
| 0.0236 | 11.02 | |
| 0.9391 | 834.79 | |
| 0.0744 | 13.52 |
Estimation Period:
Jan 11, 1991 to Jun 19, 2026
Jan 11, 1991 to Jun 19, 2026
Other Barratt Redrow PLC Analyses
Other Asymmetric ILLIQ Analyses on International Equities