Energean 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 Wednesday, May 27th, 2026
1 Day
5,081.57
increased by 64.74
1 Week
4,879.75
decreased by 137.08
1 Month
5,703.07
increased by 686.24
Analysis last updated: Wednesday, May 27, 2026 at 11:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.71 | |
| 0.0544 | 12.09 | |
| 0.9256 | 379.35 | |
| 0.0399 | 5.48 |
Estimation Period:
Mar 15, 2018 to May 22, 2026
Mar 15, 2018 to May 22, 2026
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