CT Healthcare Trust 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 Tuesday, May 26th, 2026
1 Day
86,681.33
decreased by 1,520.82
1 Week
91,678.86
increased by 3,476.71
1 Month
105,873.75
increased by 17,671.60
Analysis last updated: Sunday, May 24, 2026 at 01:50 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.66 | |
| 0.0652 | 12.69 | |
| 0.9220 | 361.72 | |
| 0.0255 | 2.70 |
Estimation Period:
Dec 2, 2016 to May 22, 2026
Dec 2, 2016 to May 22, 2026
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