JPMorgan Japanese Investment Trust 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 16th, 2026
1 Day
4,216.84
decreased by 75.98
1 Week
4,529.43
increased by 236.61
1 Month
4,625.21
increased by 332.39
Analysis last updated: Tuesday, June 16, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.23 | |
| 0.0457 | 15.69 | |
| 0.9433 | 638.64 | |
| 0.0221 | 5.05 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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