Playtech 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
4,902.08
increased by 554.31
1 Week
4,376.48
increased by 28.71
1 Month
3,821.90
decreased by 525.87
Analysis last updated: Sunday, June 28, 2026 at 03:21 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.94 | |
| 0.0329 | 16.96 | |
| 0.9415 | 616.60 | |
| 0.0510 | 15.00 |
Estimation Period:
Mar 27, 2006 to Jun 26, 2026
Mar 27, 2006 to Jun 26, 2026
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