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

V-Lab

Big Yellow Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,114.93 (-72.80)

Analysis last updated: Monday, August 4, 2025 at 06:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8965	0.54
$α$	0.0377	0.01
$β$	0.9623	0.24
$γ_{1}$	-0.0428	-0.00
$γ_{2}$	0.0569	0.00

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts