Derwent London PLC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, March 13th, 2026:2,502.18 (-15.68)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4103 | 2.22 | |
| 0.0096 | 9.17 | |
| 0.9840 | 986.93 | |
| 0.0115 | 6.06 |
Estimation Period:
Jun 9, 1998 to Mar 6, 2026
Jun 9, 1998 to Mar 6, 2026
News Impact Curve
Liquidity Forecasts
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