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, April 9th, 2026
1 Day
7,131.07
increased by 3,857.80
1 Week
4,605.53
increased by 1,332.26
1 Month
3,515.48
increased by 242.21
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 | |
|---|---|---|
| 0.8552 | 0.02 | |
| 0.2076 | 0.00 | |
| 0.7924 | 0.02 | |
| 1.6525 | 0.01 | |
| -5.4670 | -0.03 | |
| 7.4482 | 0.29 | |
| -5.5619 | -0.42 | |
| 2.3740 | 0.05 | |
| -0.3303 | 0.00 | |
| -0.3622 | -0.01 |
Estimation Period:
Jan 22, 2010 to Apr 2, 2026
Jan 22, 2010 to Apr 2, 2026
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