CT Private Equity Trust PLC 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
40,630.06
decreased by 474.29
1 Week
41,589.90
increased by 485.55
1 Month
42,236.33
increased by 1,131.98
Analysis last updated: Tuesday, June 16, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.9883 | 383.08 | |
| 0.0233 | 2.39 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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