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, June 16th, 2026
1 Day
81,128.02
increased by 2,127.39
1 Week
84,409.87
increased by 5,409.24
1 Month
85,291.55
increased by 6,290.92
Analysis last updated: Tuesday, June 16, 2026 at 09:03 PM 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 | 12.74 | |
| 0.9223 | 363.11 | |
| 0.0251 | 2.67 |
Estimation Period:
Dec 2, 2016 to Jun 12, 2026
Dec 2, 2016 to Jun 12, 2026
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