Rolls-Royce Hldgs 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
6,706.10
decreased by 25.12
1 Week
6,718.37
decreased by 12.85
1 Month
7,019.88
increased by 288.66
Analysis last updated: Saturday, June 27, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0320 | 8.78 | |
| 0.9798 | 563.76 | |
| -0.0236 | -6.17 |
Estimation Period:
Jun 26, 2003 to Jun 26, 2026
Jun 26, 2003 to Jun 26, 2026
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