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, May 26th, 2026
1 Day
11,234.78
decreased by 529.11
1 Week
11,683.60
decreased by 80.29
1 Month
14,474.99
increased by 2,711.10
Analysis last updated: Sunday, May 24, 2026 at 01:46 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.0813 | 3.25 | |
| 0.9241 | 193.28 | |
| -0.0107 | -0.28 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
Other JPMorgan UK Small CAP Growth & Income PLC Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds