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, May 26th, 2026
1 Day
4,774.40
increased by 154.39
1 Week
4,819.97
increased by 199.96
1 Month
4,453.51
decreased by 166.50
Analysis last updated: Sunday, May 24, 2026 at 12:35 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.22 | |
| 0.0456 | 15.66 | |
| 0.9433 | 638.20 | |
| 0.0222 | 5.08 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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