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

V-Lab

Big Yellow Group PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,199.96 (-53.41)

Analysis last updated: Monday, August 4, 2025 at 06:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0998	1.72
$α$	0.0279	12.52
$β$	0.9646	785.53
$γ$	0.0149	3.85

Estimation Period:
May 5, 2000 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts