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, June 16th, 2026
1 Day
65,499.12
increased by 1,719.41
1 Week
60,939.91
decreased by 2,839.80
1 Month
45,748.49
decreased by 18,031.22
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 | |
|---|---|---|
| 0.8467 | 0.01 | |
| 0.1099 | 0.00 | |
| 0.8901 | 0.01 | |
| 0.5410 | 0.00 | |
| -0.0686 | 0.00 | |
| -4.1183 | -0.01 | |
| 9.0010 | 0.00 | |
| -9.5130 | 0.00 | |
| 5.5403 | 0.00 | |
| -0.8236 | 0.00 | |
| -1.0659 | 0.00 | |
| 0.4420 | 0.00 | |
| 0.4744 | 0.00 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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