Vistry Group 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
4,670.83
decreased by 135.93
1 Week
4,898.20
increased by 91.44
1 Month
4,719.82
decreased by 86.94
Analysis last updated: Friday, June 26, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.47 | |
| 0.0026 | 2.98 | |
| 0.9660 | 184.70 | |
| 0.0629 | 3.04 |
Estimation Period:
Dec 8, 1997 to Jun 19, 2026
Dec 8, 1997 to Jun 19, 2026
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