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 Thursday, June 18th, 2026
1 Day
15,966.50
decreased by 3,117.19
1 Week
19,684.82
increased by 601.13
1 Month
13,834.18
decreased by 5,249.51
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 | |
|---|---|---|
| 81 | ||
| 0.3092 | 0.07 | |
| 0.8454 | 14.70 | |
| -0.3092 | -0.03 | |
| 0.0000 | 0.10 | |
| 0.3197 | 0.09 | |
| 0.6803 | 0.48 |
Estimation Period:
Jan 22, 2010 to Jun 12, 2026
Jan 22, 2010 to Jun 12, 2026
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