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, May 14th, 2026
1 Day
1,036.94
increased by 4.97
1 Week
1,023.68
decreased by 8.29
1 Month
899.69
decreased by 132.28
Analysis last updated: Thursday, May 14, 2026 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4684 | 5.15 | |
| 0.0348 | 9.13 | |
| 0.9652 | 253.60 | |
| -0.0038 | -0.55 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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