Sierra Cables PLC Spline 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
4,095.05
increased by 1,623.31
1 Week
2,986.49
increased by 514.75
1 Month
2,908.10
increased by 436.36
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 | |
|---|---|---|
| 1.9109 | 0.00 | |
| 0.2995 | 0.00 | |
| 0.7005 | 0.00 | |
| -1.0537 | 0.00 | |
| 1.0182 | 0.00 | |
| -1.3961 | 0.00 | |
| 2.7427 | 0.01 | |
| -1.2076 | -0.01 | |
| -2.5142 | -0.10 | |
| 4.7368 | 0.04 | |
| -1.8613 | 0.00 | |
| -3.0045 | 0.00 | |
| 5.3985 | 0.00 |
Estimation Period:
Jul 13, 2010 to Jun 26, 2026
Jul 13, 2010 to Jun 26, 2026
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