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 Wednesday, May 20th, 2026
1 Day
953.21
decreased by 280.30
1 Week
1,382.27
increased by 148.76
1 Month
1,215.04
decreased by 18.47
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 | |
|---|---|---|
| 0.2700 | 0.00 | |
| 0.2286 | 0.00 | |
| 0.7714 | 0.00 | |
| 2.0345 | 0.00 | |
| -4.7730 | 0.00 | |
| 3.7061 | 0.00 | |
| -0.7657 | 0.00 | |
| -2.2748 | 0.00 | |
| 5.0901 | 0.00 | |
| -5.0731 | 0.00 | |
| 1.8550 | 0.01 |
Estimation Period:
Jul 13, 2010 to May 15, 2026
Jul 13, 2010 to May 15, 2026
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