Merchants Trust PLC/The 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 Monday, July 6th, 2026
1 Day
4,498.27
decreased by 141.67
1 Week
4,540.54
decreased by 99.40
1 Month
4,987.89
increased by 347.95
Analysis last updated: Sunday, July 5, 2026 at 01:53 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.02 | |
| 0.0360 | 17.92 | |
| 0.9387 | 716.05 | |
| 0.0506 | 13.75 |
Estimation Period:
Jan 2, 2007 to Jul 3, 2026
Jan 2, 2007 to Jul 3, 2026
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