Derwent London PLC Spline ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, April 16th, 2026
1 Day
2,740.46
decreased by 19.58
1 Week
2,637.04
decreased by 123.00
1 Month
2,490.29
decreased by 269.75
Analysis last updated: Thursday, April 16, 2026 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1111 | 3.28 | |
| 0.0194 | 2.37 | |
| 0.9555 | 40.68 | |
| 0.0847 | 0.90 | |
| -0.2732 | -2.24 | |
| 0.4549 | 6.05 | |
| -0.4235 | -8.20 | |
| 0.1977 | 5.48 | |
| -0.0494 | -1.61 | |
| 0.0630 | 2.14 | |
| -0.0377 | -1.28 | |
| -0.1137 | -2.65 |
Estimation Period:
Jun 9, 1998 to Apr 10, 2026
Jun 9, 1998 to Apr 10, 2026
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