JPMorgan European Growth & Income plc 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 2nd, 2026
1 Day
6,288.48
increased by 517.36
1 Week
6,065.50
increased by 294.38
1 Month
7,064.17
increased by 1,293.05
Analysis last updated: Tuesday, June 2, 2026 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.94 | |
| 0.0270 | 19.05 | |
| 0.9567 | 488.86 | |
| 0.0325 | 6.11 |
Estimation Period:
Jan 2, 2007 to May 29, 2026
Jan 2, 2007 to May 29, 2026
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