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, June 16th, 2026
1 Day
85,743.71
increased by 793.19
1 Week
89,719.89
increased by 4,769.37
1 Month
92,733.74
increased by 7,783.22
Analysis last updated: Tuesday, June 16, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0726 | 0.18 | |
| 0.0892 | 0.00 | |
| 0.9108 | 0.04 | |
| 0.0725 | 0.00 |
Estimation Period:
Dec 2, 2016 to Jun 12, 2026
Dec 2, 2016 to Jun 12, 2026
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