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 Friday, June 26th, 2026
1 Day
2,525.36
decreased by 5.95
1 Week
2,492.96
decreased by 38.35
1 Month
2,554.90
increased by 23.59
Analysis last updated: Friday, June 26, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0611 | 3.74 | |
| 0.0352 | 5.22 | |
| 0.9648 | 143.51 | |
| -0.0204 | -0.53 | |
| 0.0246 | 0.52 |
Estimation Period:
May 5, 2000 to Jun 19, 2026
May 5, 2000 to Jun 19, 2026
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