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, April 9th, 2026
1 Day
12,095.41
increased by 5,734.05
1 Week
8,368.76
increased by 2,007.40
1 Month
6,320.61
decreased by 40.75
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 | |
|---|---|---|
| 76 | ||
| 0.3111 | 0.14 | |
| 0.8445 | 37.64 | |
| -0.3110 | -0.07 | |
| 0.0000 | 10.00 | |
| 0.2091 | 0.72 | |
| 0.7909 | 0.69 |
Estimation Period:
Jan 22, 2010 to Apr 2, 2026
Jan 22, 2010 to Apr 2, 2026
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