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 Tuesday, April 7th, 2026
1 Day
13,864.51
increased by 2,060.42
1 Week
11,854.22
increased by 50.13
1 Month
8,856.73
decreased by 2,947.36
Analysis last updated: Friday, April 3, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.33 | |
| 0.0627 | 28.33 | |
| 0.9319 | 730.33 | |
| 0.0108 | 2.62 |
Estimation Period:
Jun 29, 1994 to Apr 2, 2026
Jun 29, 1994 to Apr 2, 2026
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