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European Smaller Companies/The 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 Wednesday, May 27th, 2026

1 Day

6,247.55

increased by 1,139.73

1 Week

5,127.68

increased by 19.86

1 Month

4,541.31

decreased by 566.51

Analysis last updated: Wednesday, May 27, 2026 at 11:33 PM UTC

Date Range:

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graph of European Smaller Companies/The ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time