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 2nd, 2026
1 Day
5,663.10
increased by 515.07
1 Week
5,536.68
increased by 388.65
1 Month
6,442.97
increased by 1,294.94
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 | |
|---|---|---|
| 0.9953 | 2.32 | |
| 0.0646 | 0.02 | |
| 0.9354 | 0.30 | |
| -0.1012 | -0.03 | |
| 0.0809 | 0.02 |
Estimation Period:
Jan 2, 2007 to May 29, 2026
Jan 2, 2007 to May 29, 2026
Other JPMorgan European Growth & Income plc Analyses
Other Spline ILLIQ Analyses on Closed-end Funds