Pantheon Infrastructure 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
20,596.42
decreased by 224.38
1 Week
21,053.46
increased by 232.66
1 Month
21,724.81
increased by 904.01
Analysis last updated: Sunday, May 24, 2026 at 02:02 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.0422 | 6.73 | |
| 0.9683 | 364.17 | |
| -0.0211 | -2.56 |
Estimation Period:
Nov 16, 2021 to May 22, 2026
Nov 16, 2021 to May 22, 2026
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