Montanaro European Smaller Cos Trust 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 Monday, July 6th, 2026
1 Day
21,405.76
increased by 3,899.91
1 Week
18,276.80
increased by 770.95
1 Month
19,281.01
increased by 1,775.16
Analysis last updated: Sunday, July 5, 2026 at 02:24 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.07 | |
| 0.0775 | 4.07 | |
| 0.9312 | 96.64 | |
| -0.0174 | -2.08 |
Estimation Period:
Jan 2, 2007 to Jul 3, 2026
Jan 2, 2007 to Jul 3, 2026
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