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 30th, 2026
1 Day
2,976.48
increased by 440.99
1 Week
2,669.65
increased by 134.16
1 Month
2,499.30
decreased by 36.19
Analysis last updated: Sunday, June 28, 2026 at 02:41 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4640 | 0.10 | |
| 0.0235 | 3.40 | |
| 0.9499 | 749.69 | |
| 0.0534 | 2.03 |
Estimation Period:
Jul 13, 2010 to Jun 26, 2026
Jul 13, 2010 to Jun 26, 2026
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