Polar Capital Holdings 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 Friday, June 26th, 2026
1 Day
5,622.77
decreased by 154.67
1 Week
5,946.68
increased by 169.24
1 Month
6,986.43
increased by 1,208.99
Analysis last updated: Friday, June 26, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 0.0551 | 0.95 | |
| 0.9662 | 101.25 | |
| -0.0426 | -0.61 |
Estimation Period:
Feb 5, 2007 to Jun 19, 2026
Feb 5, 2007 to Jun 19, 2026
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