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, May 26th, 2026
1 Day
12,694.56
increased by 1,386.22
1 Week
11,414.28
increased by 105.94
1 Month
12,136.79
increased by 828.45
Analysis last updated: Sunday, May 24, 2026 at 01:50 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.21 | |
| 0.0892 | 11.00 | |
| 0.8954 | 144.58 | |
| 0.0308 | 2.93 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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