Aitken Spence Plc ILLIQ-MFMEM 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
7,724.89
decreased by 674.07
1 Week
8,242.17
decreased by 156.79
1 Month
11,474.03
increased by 3,075.07
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 | |
|---|---|---|
| 116 | ||
| 0.2220 | 0.23 | |
| 0.8890 | 184.06 | |
| -0.2220 | -0.14 | |
| 9.9942 | 0.23 | |
| 0.0000 | 0.05 | |
| 0.0018 | 0.23 |
Estimation Period:
Aug 11, 1997 to Jun 26, 2026
Aug 11, 1997 to Jun 26, 2026
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