Excelsior 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 Friday, May 22nd, 2026
1 Day
84,588,990.00
decreased by 955,070.00
1 Week
85,542,916.67
decreased by 1,143.33
1 Month
92,598,477.65
increased by 7,054,417.65
Analysis last updated: Saturday, May 23, 2026 at 01:19 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0169 | 1.32 | |
| 0.9888 | 352.27 | |
| -0.0114 | -0.80 |
Estimation Period:
Jan 3, 1996 to May 8, 2026
Jan 3, 1996 to May 8, 2026
Other Excelsior Capital Ltd Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds