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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9330 | 4.30 | |
| 0.0704 | 0.48 | |
| 0.9296 | 6.39 | |
| -0.0292 | -0.19 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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