Town Centre Securities 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, July 1st, 2026
1 Day
65,653,340.00
decreased by 315,740.00
1 Week
66,314,696.00
increased by 345,616.00
1 Month
65,445,618.57
decreased by 523,461.43
Analysis last updated: Wednesday, July 1, 2026 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0079 | 2.65 | |
| 0.9947 | 1,068.38 | |
| -0.0051 | -1.80 |
Estimation Period:
Jul 15, 1993 to Jun 26, 2026
Jul 15, 1993 to Jun 26, 2026
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