Baillie Gifford US Growth 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
6,965.18
decreased by 56.91
1 Week
6,909.78
decreased by 112.31
1 Month
7,055.72
increased by 33.63
Analysis last updated: Sunday, May 24, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.90 | |
| 0.0579 | 14.23 | |
| 0.9303 | 411.84 | |
| 0.0234 | 3.06 |
Estimation Period:
Mar 23, 2018 to May 22, 2026
Mar 23, 2018 to May 22, 2026
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