Green Delta Insurance 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 Sunday, April 19th, 2026
1 Day
3,193.87
decreased by 103.12
1 Week
3,777.82
increased by 480.83
1 Month
5,335.75
increased by 2,038.76
Analysis last updated: Friday, April 17, 2026 at 06:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.40 | |
| 0.0508 | 0.82 | |
| 0.8176 | 9.04 | |
| 0.2632 | 0.53 |
Estimation Period:
Oct 3, 2008 to Apr 16, 2026
Oct 3, 2008 to Apr 16, 2026
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