Derwent London PLC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, January 12th, 2026:2,565.33 (0.20)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4206 | 2.24 | |
| 0.0096 | 9.20 | |
| 0.9840 | 987.93 | |
| 0.0115 | 6.03 |
Estimation Period:
Jun 9, 1998 to Jan 9, 2026
Jun 9, 1998 to Jan 9, 2026
News Impact Curve
Liquidity Forecasts
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