Aitken Spence 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 Wednesday, July 1st, 2026
1 Day
84,739.98
increased by 5.00
1 Week
84,732.48
decreased by 2.50
1 Month
84,689.98
decreased by 45.00
Analysis last updated: Wednesday, July 1, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.08 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 11, 1997 to Jun 26, 2026
Aug 11, 1997 to Jun 26, 2026
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