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 Wednesday, June 3rd, 2026
1 Day
7,590.21
decreased by 156.12
1 Week
7,768.06
increased by 21.73
1 Month
8,527.14
increased by 780.81
Analysis last updated: Wednesday, June 3, 2026 at 09:24 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 | |
| 0.0550 | 0.95 | |
| 0.9662 | 100.98 | |
| -0.0425 | -0.61 |
Estimation Period:
Feb 5, 2007 to May 29, 2026
Feb 5, 2007 to May 29, 2026
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