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 Friday, May 29th, 2026
1 Day
9,918.35
increased by 3,979.19
1 Week
5,930.64
decreased by 8.52
1 Month
3,691.38
decreased by 2,247.78
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 | |
|---|---|---|
| 0.8536 | 0.03 | |
| 0.2091 | 0.01 | |
| 0.7908 | 0.02 | |
| 1.6091 | 0.03 | |
| -5.4452 | -0.08 | |
| 7.6289 | 0.59 | |
| -5.8835 | -0.57 | |
| 2.6472 | 0.09 | |
| -0.5402 | -0.01 | |
| -0.1120 | 0.00 |
Estimation Period:
Jan 22, 2010 to May 27, 2026
Jan 22, 2010 to May 27, 2026
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