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, April 9th, 2026
1 Day
3,495.84
increased by 123.98
1 Week
3,432.98
increased by 61.12
1 Month
2,680.68
decreased by 691.18
Analysis last updated: Thursday, April 9, 2026 at 08:32 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 | |
| 0.0175 | 1.78 | |
| 0.9225 | 79.83 | |
| 0.1200 | 1.05 |
Estimation Period:
Jan 22, 2010 to Apr 2, 2026
Jan 22, 2010 to Apr 2, 2026
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