JPMorgan UK Small CAP Growth & Income 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
9,672.03
decreased by 486.19
1 Week
8,869.62
decreased by 1,288.60
1 Month
9,186.69
decreased by 971.53
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 | |
|---|---|---|
| 1.1268 | 0.01 | |
| 0.1560 | 0.00 | |
| 0.8440 | 0.02 | |
| -2.1311 | -0.03 | |
| 2.9113 | 0.04 | |
| -2.4564 | -0.15 | |
| 3.4863 | 0.10 | |
| -2.5225 | -0.03 | |
| 0.5805 | 0.01 | |
| 0.5057 | 0.01 | |
| -0.8556 | -0.02 | |
| 1.0732 | 0.03 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
Other JPMorgan UK Small CAP Growth & Income PLC Analyses
Other Spline ILLIQ Analyses on Closed-end Funds