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

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Big Yellow Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:2,383.12 (3.52)

Analysis last updated: Sunday, November 16, 2025 at 04:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8701	3.71
$α$	0.0362	0.75
$β$	0.9638	20.04
$γ_{1}$	-0.0295	-0.20
$γ_{2}$	0.0345	0.21

Estimation Period:
May 5, 2000 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts