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 9th, 2026
1 Day
2,581.54
decreased by 17.66
1 Week
2,713.33
increased by 114.13
1 Month
2,005.70
decreased by 593.50
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 | |
|---|---|---|
| 0.3194 | 3,194,420.00 | |
| 0.2063 | 2,063,170.00 | |
| 0.7937 | 7,936,790.00 | |
| 2.0504 | 20,504,160.00 | |
| -4.7914 | -47,913,980.00 | |
| 3.6898 | 36,897,620.00 | |
| -0.6905 | -6,904,900.00 | |
| -2.7950 | -27,949,680.00 | |
| 6.4138 | 64,138,130.00 | |
| -6.5292 | -65,291,560.00 | |
| 2.7600 | 27,599,520.00 |
Estimation Period:
Jul 13, 2010 to Jun 5, 2026
Jul 13, 2010 to Jun 5, 2026
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