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JPMorgan European Growth & Income plc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

4,410.11

decreased by 222.16

1 Week

4,643.52

increased by 11.25

1 Month

4,753.23

increased by 120.96

Analysis last updated: Tuesday, July 21, 2026 at 08:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of JPMorgan European Growth & Income plc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 2007 to Jul 17, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 281 trading days (~1.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9204
2.62***
α

ARCH

Response to squared shocks

0.0639
6.45***
β

GARCH

Volatility persistence

0.9336
103.64***
γi Spline Coefficients
K=1
γ1-0.0374
-3.32***

Persistence:

0.998

Half-life:

281 days