Chams Holding Company PLC Asymmetric 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, June 26th, 2026
1 Day
481.47
decreased by 8.35
1 Week
496.07
increased by 6.25
1 Month
533.20
increased by 43.38
Analysis last updated: Friday, June 26, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.21 | |
| 0.0035 | 0.54 | |
| 0.9727 | 186.17 | |
| 0.0476 | 2.52 |
Estimation Period:
Sep 24, 2008 to Jun 19, 2026
Sep 24, 2008 to Jun 19, 2026
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