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 Monday, May 25th, 2026
1 Day
84,614.98
increased by 5.00
1 Week
84,604.98
decreased by 5.00
1 Month
84,569.98
decreased by 40.00
Analysis last updated: Sunday, May 24, 2026 at 12:42 AM 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 | 0.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 11, 1997 to May 22, 2026
Aug 11, 1997 to May 22, 2026
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