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, May 26th, 2026
1 Day
4,770.99
increased by 296.96
1 Week
4,735.84
increased by 261.81
1 Month
4,427.61
decreased by 46.42
Analysis last updated: Sunday, May 24, 2026 at 12:36 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9150 | 4.03 | |
| 0.0635 | 0.20 | |
| 0.9365 | 2.98 | |
| -0.0277 | -0.10 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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