Caverton Offshore Support 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, June 29th, 2026
1 Day
4,471.76
increased by 759.36
1 Week
3,980.00
increased by 267.60
1 Month
3,517.36
decreased by 195.04
Analysis last updated: Sunday, June 28, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.73 | |
| 0.0204 | 9.68 | |
| 0.9685 | 814.54 | |
| 0.0223 | 5.68 |
Estimation Period:
Jul 21, 2014 to Jun 26, 2026
Jul 21, 2014 to Jun 26, 2026
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