Cadence Capital Ltd 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, April 27th, 2026
1 Day
88,990.52
increased by 7,269.25
1 Week
83,983.09
increased by 2,261.82
1 Month
81,551.73
decreased by 169.54
Analysis last updated: Saturday, April 25, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.25 | |
| 0.0331 | 12.28 | |
| 0.9550 | 466.30 | |
| 0.0238 | 2.98 |
Estimation Period:
Dec 5, 2006 to Apr 24, 2026
Dec 5, 2006 to Apr 24, 2026
Other Cadence Capital Ltd Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds