Derwent London PLC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:2,237.06 (-11.55)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3908 | 2.19 | |
| 0.0096 | 9.16 | |
| 0.9840 | 984.94 | |
| 0.0116 | 6.06 |
Estimation Period:
Jun 9, 1998 to Feb 20, 2026
Jun 9, 1998 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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