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, June 16th, 2026
1 Day
4,899.75
decreased by 325.72
1 Week
5,297.70
increased by 72.23
1 Month
5,888.86
increased by 663.39
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 | 0.90 | |
| 0.0576 | 14.22 | |
| 0.9301 | 410.45 | |
| 0.0246 | 3.24 |
Estimation Period:
Mar 23, 2018 to Jun 12, 2026
Mar 23, 2018 to Jun 12, 2026
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