British Land Co PLC/The Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, June 4th, 2026
1 Day
997.53
decreased by 13.68
1 Week
1,006.32
decreased by 4.89
1 Month
1,021.29
increased by 10.08
Analysis last updated: Thursday, June 4, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4477 | 3.83 | |
| 0.0357 | 0.20 | |
| 0.9642 | 5.40 | |
| -0.0057 | -0.05 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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