Great Portland Estates 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, June 4th, 2026
1 Day
4,829.38
increased by 187.72
1 Week
4,695.51
increased by 53.85
1 Month
4,781.04
increased by 139.38
Analysis last updated: Thursday, June 4, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6694 | 3.26 | |
| 0.0169 | 12.33 | |
| 0.9743 | 724.95 | |
| 0.0175 | 8.85 |
Estimation Period:
Jan 11, 1991 to May 29, 2026
Jan 11, 1991 to May 29, 2026
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