JPMorgan European Growth & Income plc 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 Tuesday, June 23rd, 2026
1 Day
5,093.57
decreased by 139.52
1 Week
5,303.31
increased by 70.22
1 Month
5,442.80
increased by 209.71
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 | |
|---|---|---|
| 0.9951 | 2.18 | |
| 0.0644 | 0.02 | |
| 0.9356 | 0.30 | |
| -0.1011 | -0.03 | |
| 0.0812 | 0.02 |
Estimation Period:
Jan 2, 2007 to Jun 19, 2026
Jan 2, 2007 to Jun 19, 2026
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