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 Friday, June 26th, 2026
1 Day
2,493.19
decreased by 21.50
1 Week
2,498.93
decreased by 15.76
1 Month
2,634.65
increased by 119.96
Analysis last updated: Friday, June 26, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9605 | 1.31 | |
| 0.0281 | 12.67 | |
| 0.9645 | 795.10 | |
| 0.0149 | 3.89 |
Estimation Period:
May 5, 2000 to Jun 19, 2026
May 5, 2000 to Jun 19, 2026
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