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 Tuesday, June 16th, 2026
1 Day
1,549,051.00
decreased by 7,688.00
1 Week
1,564,373.20
increased by 7,634.20
1 Month
1,620,785.85
increased by 64,046.85
Analysis last updated: Tuesday, June 16, 2026 at 05:56 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 | |
| 0.0090 | 0.96 | |
| 0.9950 | 213.60 | |
| -0.0079 | -0.89 |
Estimation Period:
May 1, 2014 to Jun 12, 2026
May 1, 2014 to Jun 12, 2026
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