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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, July 14th, 2026

1 Day

72,921.11

decreased by 4,152.98

1 Week

81,962.18

increased by 4,888.09

1 Month

99,707.86

increased by 22,633.77

Analysis last updated: Tuesday, July 14, 2026 at 08:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CT Healthcare Trust Plc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 2, 2016 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 346573 trading days (~1375.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0571
3.07***
α

ARCH

Response to squared shocks

0.0873
0.02
β

GARCH

Volatility persistence

0.9127
0.24
γi Spline Coefficients
K=1
γ10.0463
0.01

Persistence:

1.000

Half-life:

346573 days