Big Yellow Group 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
2,529.15
decreased by 75.87
1 Week
2,603.21
decreased by 1.81
1 Month
2,446.81
decreased by 158.21
Analysis last updated: Thursday, April 16, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0613 | 1.36 | |
| 0.0281 | 12.65 | |
| 0.9644 | 792.44 | |
| 0.0149 | 3.88 |
Estimation Period:
May 5, 2000 to Apr 10, 2026
May 5, 2000 to Apr 10, 2026
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