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, May 14th, 2026
1 Day
2,868.57
increased by 7.56
1 Week
2,796.15
decreased by 64.86
1 Month
2,705.99
decreased by 155.02
Analysis last updated: Thursday, May 14, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1471 | 1.40 | |
| 0.0281 | 12.66 | |
| 0.9644 | 792.44 | |
| 0.0150 | 3.89 |
Estimation Period:
May 5, 2000 to May 8, 2026
May 5, 2000 to May 8, 2026
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