Henderson Smaller Companies Investment Trust PLC/The Asymmetric 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
11,351.50
decreased by 689.63
1 Week
12,265.94
increased by 224.81
1 Month
11,163.41
decreased by 877.72
Analysis last updated: Tuesday, June 16, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.21 | |
| 0.0888 | 11.02 | |
| 0.8956 | 144.87 | |
| 0.0313 | 2.97 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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