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, April 24th, 2026
1 Day
726.45
decreased by 10.57
1 Week
715.91
decreased by 21.11
1 Month
672.48
decreased by 64.54
Analysis last updated: Friday, April 24, 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 | |
|---|---|---|
| 5.0000 | 1.21 | |
| 0.0035 | 0.53 | |
| 0.9728 | 186.68 | |
| 0.0475 | 2.53 |
Estimation Period:
Sep 24, 2008 to Apr 17, 2026
Sep 24, 2008 to Apr 17, 2026
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