L1 Global Long Short Fund 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
14,846.34
decreased by 815.51
1 Week
15,631.65
decreased by 30.20
1 Month
13,962.12
decreased by 1,699.73
Analysis last updated: Saturday, April 25, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.34 | |
| 0.0628 | 28.36 | |
| 0.9318 | 733.11 | |
| 0.0108 | 2.62 |
Estimation Period:
Jun 29, 1994 to Apr 24, 2026
Jun 29, 1994 to Apr 24, 2026
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