First Capital Holdings Plc Spline 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, June 18th, 2026
1 Day
7,865.62
decreased by 2,047.18
1 Week
10,452.98
increased by 540.18
1 Month
7,464.26
decreased by 2,448.54
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 | |
|---|---|---|
| 0.8527 | 0.03 | |
| 0.2098 | 0.01 | |
| 0.7902 | 0.03 | |
| 1.5930 | 0.04 | |
| -5.4385 | -0.11 | |
| 7.7023 | 0.81 | |
| -6.0125 | -0.64 | |
| 2.7539 | 0.11 | |
| -0.6114 | -0.02 | |
| -0.0429 | 0.00 |
Estimation Period:
Jan 22, 2010 to Jun 12, 2026
Jan 22, 2010 to Jun 12, 2026
Other First Capital Holdings Plc Analyses
Other Spline ILLIQ Analyses on International Equities