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, May 26th, 2026
1 Day
3,299.15
decreased by 68.24
1 Week
3,433.55
increased by 66.16
1 Month
3,820.95
increased by 453.56
Analysis last updated: Sunday, May 24, 2026 at 01:20 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.94 | |
| 0.0371 | 19.35 | |
| 0.9405 | 687.47 | |
| 0.0448 | 10.38 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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