Montanaro UK Smaller Companies Investment Trust 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, May 26th, 2026
1 Day
46,433.26
increased by 1,403.82
1 Week
41,122.22
decreased by 3,907.22
1 Month
30,014.78
decreased by 15,014.66
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 | |
|---|---|---|
| 0.8237 | 0.01 | |
| 0.1033 | 0.00 | |
| 0.8967 | 0.00 | |
| 0.6254 | 0.00 | |
| -0.3562 | 0.00 | |
| -3.2927 | 0.00 | |
| 7.2953 | 0.00 | |
| -7.3988 | 0.00 | |
| 4.1396 | 0.00 | |
| -1.0110 | 0.00 | |
| 0.0622 | 0.00 | |
| -0.2766 | 0.00 | |
| 0.7551 | 0.00 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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