Sierra Cables 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, May 20th, 2026
1 Day
1,413.89
decreased by 73.28
1 Week
1,498.81
increased by 11.64
1 Month
1,310.42
decreased by 176.75
Analysis last updated: Wednesday, May 20, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2652 | 0.09 | |
| 0.0235 | 3.40 | |
| 0.9499 | 752.08 | |
| 0.0533 | 2.03 |
Estimation Period:
Jul 13, 2010 to May 15, 2026
Jul 13, 2010 to May 15, 2026
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