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 23rd, 2026
1 Day
5,351.98
decreased by 65.11
1 Week
5,466.86
increased by 49.77
1 Month
5,906.42
increased by 489.33
Analysis last updated: Tuesday, June 23, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.96 | |
| 0.0270 | 19.08 | |
| 0.9567 | 491.37 | |
| 0.0325 | 6.18 |
Estimation Period:
Jan 2, 2007 to Jun 19, 2026
Jan 2, 2007 to Jun 19, 2026
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