Acorn Capital Investment Fund Limited 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 Monday, May 25th, 2026
1 Day
1,699,748.00
decreased by 776.00
1 Week
1,710,587.00
increased by 10,063.00
1 Month
1,755,131.78
increased by 54,607.78
Analysis last updated: Saturday, May 23, 2026 at 05:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0089 | 0.95 | |
| 0.9950 | 208.85 | |
| -0.0078 | -0.88 |
Estimation Period:
May 1, 2014 to May 22, 2026
May 1, 2014 to May 22, 2026
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