V-Lab: Acorn Capital Investment Fund Limited Spline ILLIQ Liquidity Analysis

V-Lab

Acorn Capital Investment Fund Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:45,205,450.00 (-60,963,950.00)

Analysis last updated: Thursday, May 8, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.8498	0.95
$α$	0.9934	71.33
$β$	0.0000	0.00
$γ_{1}$	-0.0495	-1.18
$γ_{2}$	0.2804	2.99

Estimation Period:
May 1, 2014 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Acorn Capital Investment Fund Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM