Montanaro UK Smaller Companies Investment Trust PLC ILLIQ-MFMEM 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
89,435.96
increased by 2,772.96
1 Week
82,816.52
decreased by 3,846.48
1 Month
60,235.69
decreased by 26,427.31
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 | |
|---|---|---|
| 116 | ||
| 0.1793 | 0.06 | |
| 0.8732 | 42.88 | |
| -0.1051 | -0.02 | |
| 9.7860 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.07 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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