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, June 4th, 2026
1 Day
2,659.55
decreased by 69.17
1 Week
2,613.92
decreased by 114.80
1 Month
2,725.34
decreased by 3.38
Analysis last updated: Thursday, June 4, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8803 | 1.27 | |
| 0.0282 | 12.69 | |
| 0.9644 | 794.43 | |
| 0.0148 | 3.86 |
Estimation Period:
May 5, 2000 to May 29, 2026
May 5, 2000 to May 29, 2026
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