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, April 16th, 2026
1 Day
888.28
decreased by 3.71
1 Week
917.69
increased by 25.70
1 Month
933.28
increased by 41.29
Analysis last updated: Thursday, April 16, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4595 | 5.09 | |
| 0.0354 | 1.00 | |
| 0.9646 | 27.39 | |
| -0.0050 | -0.23 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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