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, June 4th, 2026
1 Day
2,509.00
decreased by 63.60
1 Week
2,485.07
decreased by 87.53
1 Month
2,605.48
increased by 32.88
Analysis last updated: Thursday, June 4, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7091 | 17,091,010.00 | |
| 0.0390 | 389,550.00 | |
| 0.9610 | 9,610,440.00 | |
| -0.0457 | -456,710.00 | |
| 0.0550 | 549,710.00 |
Estimation Period:
May 5, 2000 to May 29, 2026
May 5, 2000 to May 29, 2026
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