CT Healthcare Trust Plc 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 Tuesday, May 26th, 2026
1 Day
96,560.52
decreased by 1,210.55
1 Week
101,900.10
increased by 4,129.03
1 Month
113,929.64
increased by 16,158.57
Analysis last updated: Sunday, May 24, 2026 at 01:50 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0728 | 0.04 | |
| 0.0896 | 0.00 | |
| 0.9104 | 0.01 | |
| 0.0779 | 0.00 |
Estimation Period:
Dec 2, 2016 to May 22, 2026
Dec 2, 2016 to May 22, 2026
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