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, June 16th, 2026
1 Day
14,941.63
increased by 653.14
1 Week
14,741.50
increased by 453.01
1 Month
16,269.36
increased by 1,980.87
Analysis last updated: Tuesday, June 16, 2026 at 05:56 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 | 28.40 | |
| 0.9319 | 736.10 | |
| 0.0107 | 2.59 |
Estimation Period:
Jun 29, 1994 to Jun 12, 2026
Jun 29, 1994 to Jun 12, 2026
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