First Capital Holdings 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 Thursday, June 18th, 2026
1 Day
5,819.48
decreased by 485.66
1 Week
6,515.66
increased by 210.52
1 Month
5,333.85
decreased by 971.29
Analysis last updated: Thursday, June 18, 2026 at 08:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.0177 | 1.78 | |
| 0.9222 | 79.48 | |
| 0.1203 | 1.05 |
Estimation Period:
Jan 22, 2010 to Jun 12, 2026
Jan 22, 2010 to Jun 12, 2026
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