Telecom Plus 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 Friday, June 26th, 2026
1 Day
5,121.97
decreased by 50.82
1 Week
4,984.05
decreased by 188.74
1 Month
4,869.24
decreased by 303.55
Analysis last updated: Friday, June 26, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.02 | |
| 0.0366 | 12.78 | |
| 0.9580 | 467.09 | |
| 0.0108 | 3.42 |
Estimation Period:
Jul 25, 2000 to Jun 19, 2026
Jul 25, 2000 to Jun 19, 2026
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