First Capital Holdings Plc ILLIQ-MFMEM 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
16,617.45
increased by 6,401.55
1 Week
10,142.07
decreased by 73.83
1 Month
6,926.61
decreased by 3,289.29
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 | |
|---|---|---|
| 86 | ||
| 0.3085 | 0.07 | |
| 0.8458 | 17.08 | |
| -0.3085 | -0.04 | |
| 0.0000 | 0.08 | |
| 0.6246 | 0.10 | |
| 0.3754 | 0.15 |
Estimation Period:
Jan 22, 2010 to May 27, 2026
Jan 22, 2010 to May 27, 2026
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