BlackRock Smaller Cos Trust 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, May 29th, 2026
1 Day
3,443.31
decreased by 866.57
1 Week
4,409.46
increased by 99.58
1 Month
6,447.16
increased by 2,137.28
Analysis last updated: Friday, May 29, 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 | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.1640 | 0.57 | |
| 0.7978 | 14.51 | |
| 0.0764 | 0.12 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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