Skip to main content
V-Lab

Baillie Gifford US Growth Trust PLC Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

11,141.88

decreased by 565.48

1 Week

8,785.28

decreased by 2,922.08

1 Month

6,707.28

decreased by 5,000.08

Analysis last updated: Wednesday, July 15, 2026 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Baillie Gifford US Growth Trust PLC ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 23, 2018 to Jul 10, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 154 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0021
4.16***
α

ARCH

Response to squared shocks

0.0792
7.60***
β

GARCH

Volatility persistence

0.9163
88.49***
γi Spline Coefficients
K=1
γ1-0.0336
-1.32

Persistence:

0.995

Half-life:

154 days