Montanaro UK Smaller Companies Investment 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 Tuesday, May 26th, 2026
1 Day
41,257.41
increased by 1,659.66
1 Week
36,197.16
decreased by 3,400.59
1 Month
26,468.59
decreased by 13,129.16
Analysis last updated: Sunday, May 24, 2026 at 01:34 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 | |
| 0.0923 | 5.24 | |
| 0.9096 | 102.17 | |
| -0.0039 | -0.25 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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