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 Tuesday, June 9th, 2026
1 Day
2,627.17
increased by 65.74
1 Week
2,509.00
decreased by 52.43
1 Month
1,941.47
decreased by 619.96
Analysis last updated: Tuesday, June 9, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4942 | 0.10 | |
| 0.0235 | 3.40 | |
| 0.9498 | 750.26 | |
| 0.0534 | 2.03 |
Estimation Period:
Jul 13, 2010 to Jun 5, 2026
Jul 13, 2010 to Jun 5, 2026
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