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Cairn Homes plc Asymmetric 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, July 10th, 2026

1 Day

7,335.56

increased by 1,207.59

1 Week

6,530.87

increased by 402.90

1 Month

6,599.98

increased by 472.01

Analysis last updated: Friday, July 10, 2026 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Cairn Homes plc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 26, 2017 to Jul 3, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.15
α

ARCH

Response to squared shocks

0.0471
15.13***
β

GARCH

Volatility persistence

0.9765
363.26***
γ

leverage

Additional response to negative shocks

-0.0471
-9.83***

Persistence:

1.000

Half-life:

-