Derwent London PLC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 6th, 2026:2,275.59 (-6.43)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4066 | 2.22 | |
| 0.0096 | 9.17 | |
| 0.9840 | 985.94 | |
| 0.0115 | 6.05 |
Estimation Period:
Jun 9, 1998 to Jan 30, 2026
Jun 9, 1998 to Jan 30, 2026
News Impact Curve
Liquidity Forecasts
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