V-Lab: Big Yellow Group PLC Asymmetric ILLIQ Liquidity Analysis

V-Lab

Big Yellow Group PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:4,358.22 (9.70)

Analysis last updated: Sunday, May 18, 2025 at 04:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3420	1.80
$α$	0.0279	12.48
$β$	0.9646	781.66
$γ$	0.0151	3.90

Estimation Period:
May 5, 2000 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts