JPMorgan Japanese Investment Trust 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 16th, 2026
1 Day
3,972.40
decreased by 19.47
1 Week
4,249.46
increased by 257.59
1 Month
4,510.24
increased by 518.37
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 | |
|---|---|---|
| 0.9150 | 0.89 | |
| 0.0637 | 0.02 | |
| 0.9363 | 0.30 | |
| -0.0300 | -0.01 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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