JPMorgan UK Small CAP Growth & Income 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
8,662.09
decreased by 202.49
1 Week
8,279.67
decreased by 584.91
1 Month
9,684.49
increased by 819.91
Analysis last updated: Tuesday, June 16, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.0815 | 3.26 | |
| 0.9238 | 193.58 | |
| -0.0106 | -0.28 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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