Big Yellow Group PLC Spline 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, April 16th, 2026
1 Day
2,369.82
decreased by 74.48
1 Week
2,446.44
increased by 2.14
1 Month
2,235.90
decreased by 208.40
Analysis last updated: Thursday, April 16, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6294 | 4.13 | |
| 0.0392 | 5.57 | |
| 0.9608 | 136.72 | |
| -0.3403 | -2.30 | |
| 0.5239 | 2.80 | |
| -0.2814 | -2.54 | |
| 0.1437 | 1.42 | |
| -0.0708 | -0.86 |
Estimation Period:
May 5, 2000 to Apr 10, 2026
May 5, 2000 to Apr 10, 2026
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