Keller 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, April 9th, 2026
1 Day
4,183.66
increased by 153.64
1 Week
4,102.30
increased by 72.28
1 Month
4,223.49
increased by 193.47
Analysis last updated: Thursday, April 9, 2026 at 08:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0103 | 13.89 | |
| 0.9774 | 656.00 | |
| 0.0245 | 11.15 |
Estimation Period:
May 4, 1994 to Apr 2, 2026
May 4, 1994 to Apr 2, 2026
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