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, May 26th, 2026
1 Day
42,698.12
decreased by 498.76
1 Week
43,349.06
increased by 152.18
1 Month
39,685.93
decreased by 3,510.95
Analysis last updated: Sunday, May 24, 2026 at 01:48 AM 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 | 382.48 | |
| 0.0233 | 2.39 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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