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 Monday, May 25th, 2026
1 Day
12,360.92
increased by 5,465.74
1 Week
8,141.02
increased by 1,245.84
1 Month
6,507.09
decreased by 388.09
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 | |
|---|---|---|
| 116 | ||
| 0.2227 | 0.23 | |
| 0.8887 | 183.23 | |
| -0.2227 | -0.14 | |
| 9.7945 | 0.23 | |
| 0.0000 | 0.05 | |
| 0.0017 | 0.23 |
Estimation Period:
Aug 11, 1997 to May 22, 2026
Aug 11, 1997 to May 22, 2026
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