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 Friday, May 29th, 2026
1 Day
4,429.80
increased by 105.81
1 Week
3,876.55
decreased by 447.44
1 Month
3,305.61
decreased by 1,018.38
Analysis last updated: Thursday, May 28, 2026 at 11:38 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 | |
| 0.0176 | 1.78 | |
| 0.9223 | 79.65 | |
| 0.1202 | 1.05 |
Estimation Period:
Jan 22, 2010 to May 27, 2026
Jan 22, 2010 to May 27, 2026
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