Genuit Group 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 Thursday, May 28th, 2026
1 Day
5,572.32
decreased by 269.69
1 Week
5,977.84
increased by 135.83
1 Month
6,699.01
increased by 857.00
Analysis last updated: Thursday, May 28, 2026 at 11:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.65 | |
| 0.0381 | 13.25 | |
| 0.9451 | 494.32 | |
| 0.0335 | 5.76 |
Estimation Period:
Apr 10, 2014 to May 22, 2026
Apr 10, 2014 to May 22, 2026
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