Vertical Aerospace Ltd 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 Friday, June 5th, 2026
1 Day
5,932.28
increased by 1,144.93
1 Week
4,328.59
decreased by 458.76
1 Month
5,373.13
increased by 585.78
Analysis last updated: Thursday, June 4, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.08 | |
| 0.1509 | 5.68 | |
| 0.8174 | 84.96 | |
| 0.0633 | 1.83 |
Estimation Period:
Sep 11, 2020 to May 29, 2026
Sep 11, 2020 to May 29, 2026
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