Herald Investment Trust 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 Tuesday, June 16th, 2026
1 Day
4,592.17
increased by 402.21
1 Week
4,196.28
increased by 6.32
1 Month
3,387.32
decreased by 802.64
Analysis last updated: Tuesday, June 16, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.96 | |
| 0.0366 | 19.36 | |
| 0.9411 | 695.58 | |
| 0.0446 | 10.49 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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