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, June 16th, 2026
1 Day
57,405.12
increased by 2,084.48
1 Week
52,835.99
decreased by 2,484.65
1 Month
39,842.65
decreased by 15,477.99
Analysis last updated: Tuesday, June 16, 2026 at 09:29 PM 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 | 5.28 | |
| 0.9096 | 102.70 | |
| -0.0038 | -0.24 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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