Derwent London PLC Spline ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, June 4th, 2026
1 Day
2,012.20
decreased by 29.26
1 Week
2,063.85
increased by 22.39
1 Month
2,163.75
increased by 122.29
Analysis last updated: Thursday, June 4, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0889 | 3.26 | |
| 0.0195 | 2.40 | |
| 0.9557 | 41.25 | |
| 0.0775 | 0.83 | |
| -0.2606 | -2.14 | |
| 0.4462 | 6.03 | |
| -0.4204 | -8.32 | |
| 0.1990 | 5.62 | |
| -0.0496 | -1.63 | |
| 0.0615 | 2.09 | |
| -0.0372 | -1.27 | |
| -0.1301 | -3.01 |
Estimation Period:
Jun 9, 1998 to May 29, 2026
Jun 9, 1998 to May 29, 2026
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