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, May 14th, 2026
1 Day
2,811.36
increased by 41.40
1 Week
2,734.07
decreased by 35.89
1 Month
2,656.47
decreased by 113.49
Analysis last updated: Thursday, May 14, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3697 | 1.29 | |
| 0.0387 | 0.07 | |
| 0.9613 | 1.68 | |
| -0.0467 | -0.03 | |
| 0.0646 | 0.03 |
Estimation Period:
May 5, 2000 to May 8, 2026
May 5, 2000 to May 8, 2026
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