Serica Energy 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, June 10th, 2026
1 Day
4,980.06
increased by 499.89
1 Week
4,812.60
increased by 332.43
1 Month
4,001.91
decreased by 478.26
Analysis last updated: Wednesday, June 10, 2026 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0002 | 0.62 | |
| 0.9496 | 248.59 | |
| 0.1004 | 7.91 |
Estimation Period:
Dec 8, 2005 to Jun 5, 2026
Dec 8, 2005 to Jun 5, 2026
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