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, June 16th, 2026
1 Day
17,862.58
increased by 229.39
1 Week
17,846.39
increased by 213.20
1 Month
19,142.19
increased by 1,509.00
Analysis last updated: Tuesday, June 16, 2026 at 09:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.0433 | 6.91 | |
| 0.9676 | 353.25 | |
| -0.0218 | -2.63 |
Estimation Period:
Nov 16, 2021 to Jun 12, 2026
Nov 16, 2021 to Jun 12, 2026
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