Gcm Grosvenor Inc 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, June 12th, 2026
1 Day
4,208.96
decreased by 68.91
1 Week
4,333.35
increased by 55.48
1 Month
3,926.30
decreased by 351.57
Analysis last updated: Friday, June 12, 2026 at 02:25 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.78 | |
| 0.0530 | 9.13 | |
| 0.9523 | 505.19 | |
| -0.0105 | -1.06 |
Estimation Period:
Dec 13, 2018 to Jun 5, 2026
Dec 13, 2018 to Jun 5, 2026
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