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 Friday, June 26th, 2026
1 Day
833.14
decreased by 29.04
1 Week
833.53
decreased by 28.65
1 Month
926.19
increased by 64.01
Analysis last updated: Friday, June 26, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5755 | 5.25 | |
| 0.0348 | 1.37 | |
| 0.9652 | 37.99 | |
| -0.0032 | -0.22 |
Estimation Period:
Jan 1, 1990 to Jun 19, 2026
Jan 1, 1990 to Jun 19, 2026
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