Mas 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 Monday, June 29th, 2026
1 Day
3,393.80
increased by 1,380.74
1 Week
2,345.97
increased by 332.91
1 Month
2,093.15
increased by 80.09
Analysis last updated: Sunday, June 28, 2026 at 01:49 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6896 | 0.27 | |
| 0.0086 | 1.32 | |
| 0.9669 | 203.64 | |
| 0.0490 | 2.14 |
Estimation Period:
Apr 3, 2012 to Jun 26, 2026
Apr 3, 2012 to Jun 26, 2026
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